-14.6%
DPZ vs RNG
+176.7%
-191.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | +2.2% | +4.6% | -2.4% | +1.9% |
| 30D | +15.5% | +0.4% | +15.1% | +15.2% |
| 3M | -2.0% | +11.4% | -13.4% | -3.2% |
| 6M | +12.1% | +95.7% | -83.5% | +6.1% |
| YTD | -16.6% | +162.9% | -179.5% | -22.3% |
| 1Y | -14.6% | +180.3% | -194.8% | -23.9% |
| All | -14.6% | +176.7% | -191.3% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling