+460.3%
DLR vs RNG
+327.7%
+132.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.8% |
| 7D | +1.6% | +5.8% | -4.2% | +0.9% |
| 30D | -3.4% | +19.6% | -23.0% | -5.5% |
| 3M | +0.5% | +67.0% | -66.5% | -6.0% |
| 6M | +4.6% | +88.4% | -83.8% | -4.4% |
| YTD | +23.4% | +155.5% | -132.1% | +7.5% |
| 1Y | +19.0% | +141.7% | -122.6% | +4.1% |
| 3Y | +56.5% | +131.1% | -74.6% | +33.9% |
| 5Y | +33.3% | -70.6% | +103.9% | +32.4% |
| 10Y | +165.1% | +228.2% | -63.1% | +110.7% |
| All | +460.3% | +327.7% | +132.6% | +329.7% |
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