+362.3%
FITB vs RNG
+327.7%
+34.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.4% |
| 7D | +0.6% | +5.8% | -5.2% | -0.3% |
| 30D | -4.7% | +19.6% | -24.4% | -7.4% |
| 3M | +6.7% | +67.0% | -60.3% | -2.3% |
| 6M | +12.6% | +88.4% | -75.8% | +0.1% |
| YTD | +19.1% | +155.5% | -136.4% | -0.4% |
| 1Y | +22.6% | +141.7% | -119.0% | +3.1% |
| 3Y | +127.1% | +131.1% | -4.0% | +87.2% |
| 5Y | +71.8% | -70.6% | +142.4% | +76.0% |
| 10Y | +287.2% | +228.2% | +59.0% | +142.4% |
| All | +362.3% | +327.7% | +34.6% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling