+354.1%
DIA vs RNG
+327.7%
+26.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.1% |
| 7D | -0.2% | +5.8% | -6.0% | -0.8% |
| 30D | -1.5% | +19.6% | -21.1% | -3.5% |
| 3M | +3.8% | +67.0% | -63.3% | -2.7% |
| 6M | +10.3% | +88.4% | -78.1% | +1.3% |
| YTD | +12.1% | +155.5% | -143.4% | -1.7% |
| 1Y | +18.6% | +141.7% | -123.0% | +4.5% |
| 3Y | +60.6% | +131.1% | -70.5% | +38.7% |
| 5Y | +64.4% | -70.6% | +135.0% | +71.8% |
| 10Y | +250.1% | +228.2% | +21.9% | +160.0% |
| All | +354.1% | +327.7% | +26.4% | +226.6% |
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