+299.4%
RNG vs FIVN
+282.0%
+17.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.8% |
| 7D | -4.1% | -9.6% | +5.5% | +1.6% |
| 30D | +8.6% | -11.9% | +20.6% | +16.4% |
| 3M | +78.0% | +40.1% | +37.9% | +44.7% |
| 6M | +67.0% | +68.3% | -1.3% | +21.0% |
| YTD | +142.4% | +51.5% | +91.0% | +88.3% |
| 1Y | +120.4% | +15.1% | +105.3% | +97.8% |
| 3Y | +122.1% | -55.6% | +177.7% | +210.6% |
| 5Y | -69.8% | -82.4% | +12.6% | -33.0% |
| 10Y | +223.4% | +114.5% | +108.9% | +202.8% |
| All | +299.4% | +282.0% | +17.4% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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