-10.0%
FLR vs RNG
+309.1%
-319.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.5% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | -0.7% | +11.4% | -12.1% | -2.3% |
| 3M | +14.3% | +72.1% | -57.8% | +4.2% |
| 6M | +25.6% | +67.9% | -42.3% | +13.6% |
| YTD | +42.9% | +144.3% | -101.5% | +19.6% |
| 1Y | +38.7% | +117.5% | -78.8% | +18.2% |
| 3Y | +61.8% | +123.9% | -62.1% | +34.4% |
| 5Y | +254.1% | -70.1% | +324.2% | +265.6% |
| 10Y | +20.0% | +215.9% | -195.8% | -27.2% |
| All | -10.0% | +309.1% | -319.1% | -48.3% |
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