+138.9%
DPZ vs RNG
+236.7%
-97.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.3% |
| 7D | -2.5% | +2.3% | -4.7% | -2.8% |
| 30D | +12.5% | -3.4% | +15.9% | +12.8% |
| 3M | -5.2% | +20.9% | -26.1% | -8.4% |
| 6M | +8.8% | +82.2% | -73.4% | -2.1% |
| YTD | -18.7% | +164.6% | -183.3% | -32.3% |
| 1Y | -15.7% | +177.0% | -192.7% | -30.4% |
| 3Y | -7.5% | +177.4% | -184.9% | -26.4% |
| 5Y | -30.1% | -72.3% | +42.2% | -22.4% |
| All | +138.9% | +236.7% | -97.7% | +76.8% |
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