+174.5%
DG vs RNG
+327.7%
-153.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.9% |
| 7D | +8.4% | +5.8% | +2.6% | +7.8% |
| 30D | +4.9% | +19.6% | -14.7% | +3.1% |
| 3M | +29.3% | +67.0% | -37.7% | +22.6% |
| 6M | -11.3% | +88.4% | -99.6% | -17.1% |
| YTD | +1.8% | +155.5% | -153.7% | -8.5% |
| 1Y | +25.3% | +141.7% | -116.3% | +13.1% |
| 3Y | +9.1% | +131.1% | -122.0% | -3.3% |
| 5Y | -34.9% | -70.6% | +35.7% | -31.0% |
| 10Y | +108.2% | +228.2% | -120.1% | +65.6% |
| All | +174.5% | +327.7% | -153.2% | +105.8% |
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