+171.8%
DLR vs RNG
+223.4%
-51.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -1.3% | -9.6% | +8.3% | 0.0% |
| 30D | -2.9% | +8.8% | -11.7% | -4.0% |
| 3M | +3.2% | +78.6% | -75.4% | -4.9% |
| 6M | +3.9% | +70.3% | -66.4% | -4.6% |
| YTD | +21.4% | +140.3% | -118.9% | +5.1% |
| 1Y | +9.7% | +126.6% | -116.9% | -4.6% |
| 3Y | +56.5% | +120.2% | -63.7% | +32.5% |
| 5Y | +41.5% | -68.3% | +109.8% | +40.1% |
| All | +171.8% | +223.4% | -51.7% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling