+99.6%
DE vs RNG
-68.4%
+168.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.6% | -6.1% | +3.5% | -2.0% |
| 30D | +9.0% | +9.6% | -0.6% | +8.1% |
| 3M | +19.1% | +83.3% | -64.2% | +12.5% |
| 6M | +14.4% | +77.9% | -63.6% | +7.5% |
| YTD | +45.9% | +139.9% | -94.0% | +31.7% |
| 1Y | +43.6% | +121.7% | -78.1% | +30.4% |
| 3Y | +75.9% | +121.9% | -46.0% | +56.3% |
| All | +99.6% | -68.4% | +168.0% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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