+1,145.9%
DELL vs RNG
-68.4%
+1,214.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.1% | +12.0% |
| 7D | +8.2% | -6.1% | +14.3% | +9.3% |
| 30D | +17.1% | +9.6% | +7.5% | +15.3% |
| 3M | +45.2% | +83.3% | -38.2% | +29.7% |
| 6M | +286.8% | +77.9% | +208.8% | +246.5% |
| YTD | +354.8% | +139.9% | +214.9% | +282.1% |
| 1Y | +358.3% | +121.7% | +236.6% | +288.8% |
| 3Y | +724.9% | +121.9% | +603.0% | +578.7% |
| All | +1,145.9% | -68.4% | +1,214.3% | +1,128.5% |
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