+4,782.6%
DELL vs RNG
+207.3%
+4,575.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +8.7% | -4.1% | +12.8% | +9.4% |
| 30D | +16.9% | +8.6% | +8.3% | +15.2% |
| 3M | +40.4% | +78.0% | -37.5% | +25.6% |
| 6M | +267.1% | +67.0% | +200.0% | +230.6% |
| YTD | +329.1% | +142.4% | +186.7% | +257.5% |
| 1Y | +346.9% | +120.4% | +226.5% | +276.9% |
| 3Y | +696.6% | +122.1% | +574.5% | +550.4% |
| 5Y | +1,106.2% | -69.8% | +1,176.0% | +1,176.4% |
| 10Y | +4,177.7% | +223.4% | +3,954.4% | +2,705.9% |
| All | +4,782.6% | +207.3% | +4,575.2% | +3,115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling