+154.5%
DPZ vs RNG
+234.2%
-79.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.1% |
| 7D | -2.5% | +5.8% | -8.3% | -3.4% |
| 30D | -7.0% | +19.6% | -26.6% | -9.6% |
| 3M | +11.6% | +67.0% | -55.4% | +2.5% |
| 6M | -15.2% | +88.4% | -103.5% | -24.1% |
| YTD | -17.2% | +155.5% | -172.7% | -30.4% |
| 1Y | -24.8% | +141.7% | -166.5% | -36.5% |
| 3Y | -8.7% | +131.1% | -139.7% | -25.0% |
| 5Y | -28.9% | -70.6% | +41.7% | -22.4% |
| All | +154.5% | +234.2% | -79.7% | +90.2% |
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 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