-27.5%
DPZ vs RNG
-69.1%
+41.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.8% |
| 7D | +6.6% | -11.3% | +17.9% | +8.1% |
| 30D | +10.3% | -5.7% | +16.0% | +10.9% |
| 3M | -6.2% | +16.8% | -22.9% | -8.5% |
| 6M | +4.2% | +58.5% | -54.2% | -3.1% |
| YTD | -18.4% | +151.3% | -169.7% | -29.8% |
| 1Y | -14.9% | +169.0% | -183.9% | -27.6% |
| 3Y | -4.6% | +156.9% | -161.5% | -20.9% |
| All | -27.5% | -69.1% | +41.6% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling