+141.7%
RNG vs FGI
+81.8%
+59.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.5% | -11.4% | -4.1% |
| 7D | +5.8% | +0.5% | +5.2% | +5.7% |
| 30D | +19.6% | +65.4% | -45.8% | +15.7% |
| 3M | +67.0% | +23.5% | +43.5% | +62.4% |
| 6M | +88.4% | +60.5% | +27.8% | +80.7% |
| YTD | +155.5% | +30.0% | +125.5% | +146.1% |
| 1Y | +141.7% | +82.1% | +59.6% | +130.4% |
| All | +141.7% | +81.8% | +59.8% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling