+177.8%
DG vs RNG
+340.1%
-162.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +0.3% | +4.6% | -4.3% | -0.1% |
| 30D | +3.2% | +0.4% | +2.8% | +3.0% |
| 3M | +10.4% | +11.4% | -1.0% | +8.9% |
| 6M | +33.2% | +95.7% | -62.5% | +23.9% |
| YTD | +3.0% | +162.9% | -159.9% | -7.9% |
| 1Y | +31.2% | +180.3% | -149.0% | +16.7% |
| 3Y | +21.8% | +188.3% | -166.5% | +5.5% |
| 5Y | -35.0% | -72.5% | +37.5% | -30.4% |
| 10Y | +106.0% | +236.7% | -130.7% | +63.2% |
| All | +177.8% | +340.1% | -162.3% | +107.1% |
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