+393.4%
DGX vs RNG
+305.9%
+87.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.2% | -4.1% | +1.8% | -1.9% |
| 30D | -0.9% | +8.6% | -9.6% | -1.7% |
| 3M | +15.6% | +78.0% | -62.4% | +9.3% |
| 6M | +17.8% | +67.0% | -49.2% | +11.4% |
| YTD | +37.5% | +142.4% | -105.0% | +24.5% |
| 1Y | +31.2% | +120.4% | -89.3% | +19.5% |
| 3Y | +96.6% | +122.1% | -25.5% | +74.8% |
| 5Y | +64.9% | -69.8% | +134.8% | +73.3% |
| 10Y | +254.6% | +223.4% | +31.2% | +169.6% |
| All | +393.4% | +305.9% | +87.5% | +258.9% |
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 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