+63.8%
DIA vs RNG
-70.1%
+133.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | -3.0% | -9.6% | +6.6% | -2.1% |
| 30D | -3.0% | +8.8% | -11.8% | -3.9% |
| 3M | +4.5% | +78.6% | -74.1% | -1.9% |
| 6M | +9.8% | +70.3% | -60.5% | +2.9% |
| YTD | +9.3% | +140.3% | -131.0% | -2.2% |
| 1Y | +16.0% | +126.6% | -110.6% | +4.2% |
| 3Y | +57.7% | +120.2% | -62.5% | +38.8% |
| 5Y | +63.8% | -68.3% | +132.1% | +61.2% |
| All | +63.8% | -70.1% | +133.9% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling