+124.2%
RNG vs FDS
-32.7%
+156.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +1.4% |
| 7D | -4.1% | -8.8% | +4.7% | +1.9% |
| 30D | +8.6% | -1.4% | +10.0% | +9.6% |
| 3M | +78.0% | +13.9% | +64.1% | +64.3% |
| 6M | +67.0% | +27.4% | +39.6% | +45.4% |
| YTD | +142.4% | -2.5% | +144.9% | +141.4% |
| 1Y | +120.4% | -23.8% | +144.2% | +150.4% |
| All | +124.2% | -32.7% | +156.9% | +157.9% |
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