+319.1%
DELL vs RNG
+144.7%
+174.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.9% |
| 7D | +14.9% | +5.8% | +9.1% | +14.2% |
| 30D | +13.3% | +19.6% | -6.3% | +11.2% |
| 3M | +24.4% | +67.0% | -42.6% | +17.1% |
| 6M | +258.0% | +88.4% | +169.6% | +231.4% |
| YTD | +320.2% | +155.5% | +164.7% | +264.4% |
| 1Y | +319.1% | +141.7% | +177.4% | +261.2% |
| All | +319.1% | +144.7% | +174.3% | +261.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling