+16.8%
FLR vs RNG
+222.9%
-206.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -3.5% | -6.1% | +2.6% | -2.7% |
| 30D | +4.2% | +9.6% | -5.4% | +2.8% |
| 3M | +8.1% | +83.3% | -75.3% | -2.1% |
| 6M | +21.5% | +77.9% | -56.4% | +9.2% |
| YTD | +36.8% | +139.9% | -103.2% | +15.3% |
| 1Y | +31.2% | +121.7% | -90.5% | +11.8% |
| 3Y | +53.9% | +121.9% | -68.0% | +28.5% |
| 5Y | +243.0% | -68.4% | +311.4% | +246.5% |
| All | +16.8% | +222.9% | -206.1% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling