+20.6%
DG vs RNG
+128.1%
-107.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -6.5% | -6.1% | -0.4% | -6.0% |
| 30D | +4.2% | +9.6% | -5.4% | +3.4% |
| 3M | +9.5% | +83.3% | -73.8% | +4.9% |
| 6M | -13.1% | +77.9% | -91.1% | -16.9% |
| YTD | -4.8% | +139.9% | -144.8% | -10.0% |
| 1Y | +20.6% | +121.7% | -101.0% | +13.9% |
| All | +20.6% | +128.1% | -107.5% | +13.9% |
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