+170.5%
RNG vs FGI
+45.3%
+125.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -6.2% | -1.4% | -4.8% | -6.2% |
| 30D | -8.0% | -3.2% | -4.8% | -8.0% |
| 3M | +15.7% | +64.1% | -48.4% | +10.4% |
| 6M | +60.3% | +17.2% | +43.2% | +54.2% |
| YTD | +153.8% | +31.6% | +122.2% | +143.0% |
| All | +170.5% | +45.3% | +125.1% | +158.9% |
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