-14.5%
DPZ vs RNG
+179.4%
-193.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.7% | +5.5% |
| 7D | +10.1% | -9.6% | +19.7% | +10.9% |
| 30D | +14.6% | -1.4% | +16.0% | +14.5% |
| 3M | -6.8% | +28.8% | -35.5% | -8.9% |
| 6M | +4.4% | +65.6% | -61.2% | -0.9% |
| YTD | -16.8% | +171.4% | -188.2% | -22.5% |
| 1Y | -14.5% | +185.3% | -199.8% | -23.2% |
| All | -14.5% | +179.4% | -193.9% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling