+305.4%
RNG vs FDS
+217.8%
+87.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -1.4% |
| 7D | +5.8% | -1.9% | +7.7% | +7.2% |
| 30D | +19.6% | +9.0% | +10.6% | +12.5% |
| 3M | +67.0% | +18.9% | +48.2% | +48.2% |
| 6M | +88.4% | +35.1% | +53.2% | +53.0% |
| YTD | +155.5% | +5.5% | +150.0% | +144.0% |
| 1Y | +141.7% | -16.8% | +158.5% | +167.7% |
| 3Y | +131.1% | -28.1% | +159.1% | +178.9% |
| 5Y | -70.6% | -17.4% | -53.2% | -66.8% |
| 10Y | +228.2% | +85.4% | +142.8% | +101.4% |
| All | +305.4% | +217.8% | +87.6% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling