+238.9%
FLR vs RNG
-70.1%
+309.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -6.9% | -9.6% | +2.7% | -5.6% |
| 30D | +1.1% | +8.8% | -7.7% | -0.1% |
| 3M | +14.3% | +78.6% | -64.3% | +4.1% |
| 6M | +19.1% | +70.3% | -51.2% | +7.9% |
| YTD | +35.1% | +140.3% | -105.2% | +13.5% |
| 1Y | +29.5% | +126.6% | -97.1% | +9.6% |
| 3Y | +53.0% | +120.2% | -67.2% | +27.1% |
| 5Y | +238.9% | -68.3% | +307.2% | +210.7% |
| All | +238.9% | -70.1% | +309.0% | +210.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling