+121.1%
DPZ vs RNG
+259.3%
-138.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +3.7% | -6.2% | +9.9% | +4.6% |
| 30D | +8.0% | -8.0% | +16.1% | +9.1% |
| 3M | -4.2% | +15.7% | -19.9% | -6.8% |
| 6M | +4.6% | +60.3% | -55.8% | -4.0% |
| YTD | -18.4% | +153.8% | -172.2% | -31.6% |
| 1Y | -16.8% | +172.2% | -188.9% | -31.1% |
| 3Y | -5.0% | +174.8% | -179.8% | -24.3% |
| 5Y | -27.8% | -68.6% | +40.8% | -22.2% |
| 10Y | +121.1% | +248.2% | -127.1% | +73.7% |
| All | +121.1% | +259.3% | -138.2% | +73.7% |
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 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