+358.3%
DELL vs RNG
+128.1%
+230.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.1% | +12.0% |
| 7D | +8.2% | -6.1% | +14.3% | +9.0% |
| 30D | +17.1% | +9.6% | +7.5% | +15.9% |
| 3M | +45.2% | +83.3% | -38.2% | +33.2% |
| 6M | +286.8% | +77.9% | +208.8% | +259.2% |
| YTD | +354.8% | +139.9% | +214.9% | +294.1% |
| 1Y | +358.3% | +121.7% | +236.6% | +287.7% |
| All | +358.3% | +128.1% | +230.2% | +287.7% |
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 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