+130.9%
DPZ vs RNG
+247.5%
-116.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | +2.2% | -6.0% | +8.2% | +3.1% |
| 30D | +6.7% | -7.4% | +14.0% | +7.6% |
| 3M | -4.5% | +14.6% | -19.1% | -7.0% |
| 6M | +3.3% | +61.5% | -58.2% | -5.3% |
| YTD | -19.4% | +155.7% | -175.1% | -32.6% |
| 1Y | -17.3% | +172.5% | -189.7% | -31.5% |
| 3Y | -8.4% | +168.0% | -176.4% | -26.7% |
| 5Y | -28.2% | -73.8% | +45.6% | -19.7% |
| 10Y | +130.9% | +240.3% | -109.4% | +74.3% |
| All | +130.9% | +247.5% | -116.6% | +74.3% |
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