+490.5%
DPZ vs RNG
+333.2%
+157.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +4.9% | +0.9% |
| 7D | +9.5% | -11.2% | +20.7% | +11.3% |
| 30D | +12.8% | -3.8% | +16.6% | +13.1% |
| 3M | -6.2% | +21.1% | -27.4% | -9.3% |
| 6M | +4.3% | +56.2% | -52.0% | -3.6% |
| YTD | -16.6% | +158.8% | -175.4% | -29.8% |
| 1Y | -12.8% | +173.6% | -186.5% | -27.4% |
| 3Y | -0.8% | +163.9% | -164.7% | -19.7% |
| 5Y | -25.8% | -68.1% | +42.3% | -21.8% |
| 10Y | +130.9% | +272.7% | -141.8% | +67.1% |
| All | +490.5% | +333.2% | +157.3% | +311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling