+215.5%
RNG vs FDS
+66.9%
+148.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +5.0% | +3.2% |
| 7D | -9.6% | -16.0% | +6.4% | +1.8% |
| 30D | +8.8% | -6.7% | +15.5% | +14.0% |
| 3M | +78.6% | +6.0% | +72.7% | +71.7% |
| 6M | +70.3% | +25.1% | +45.2% | +46.6% |
| YTD | +140.3% | -8.1% | +148.5% | +152.4% |
| 1Y | +126.6% | -26.0% | +152.6% | +171.2% |
| 3Y | +120.2% | -36.4% | +156.6% | +188.1% |
| 5Y | -68.3% | -27.7% | -40.6% | -60.8% |
| All | +215.5% | +66.9% | +148.6% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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