+190.3%
RNG vs FDS
-23.5%
+213.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +2.3% | -2.6% | +4.8% | +3.9% |
| 30D | -3.4% | +14.1% | -17.5% | -11.7% |
| 3M | +20.9% | +19.8% | +1.1% | +6.5% |
| 6M | +82.2% | +55.0% | +27.2% | +39.1% |
| YTD | +164.6% | +15.9% | +148.7% | +132.7% |
| 1Y | +177.0% | +24.2% | +152.8% | +134.3% |
| All | +190.3% | -23.5% | +213.8% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling