+124.0%
DPZ vs RNG
+256.7%
-132.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.7% |
| 7D | +6.6% | -11.3% | +17.9% | +8.4% |
| 30D | +10.3% | -5.7% | +16.0% | +11.0% |
| 3M | -6.2% | +16.8% | -22.9% | -8.8% |
| 6M | +4.2% | +58.5% | -54.2% | -4.1% |
| YTD | -18.4% | +151.3% | -169.7% | -31.5% |
| 1Y | -14.9% | +169.0% | -183.9% | -29.4% |
| 3Y | -4.6% | +156.9% | -161.5% | -23.2% |
| 5Y | -27.4% | -69.0% | +41.6% | -21.7% |
| All | +124.0% | +256.7% | -132.7% | +76.1% |
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