-69.8%
RNG vs FDS
-23.5%
-46.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +1.9% |
| 7D | -4.1% | -8.8% | +4.7% | +3.3% |
| 30D | +8.6% | -1.4% | +10.0% | +9.7% |
| 3M | +78.0% | +13.9% | +64.1% | +60.6% |
| 6M | +67.0% | +27.4% | +39.6% | +38.2% |
| YTD | +142.4% | -2.5% | +144.9% | +146.0% |
| 1Y | +120.4% | -23.8% | +144.2% | +171.8% |
| 3Y | +122.1% | -32.5% | +154.6% | +190.8% |
| 5Y | -69.8% | -23.2% | -46.7% | -58.8% |
| All | -69.8% | -23.5% | -46.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling