+338.1%
DRI vs RNG
+223.4%
+114.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -4.8% | -9.6% | +4.8% | -3.8% |
| 30D | -5.2% | +8.8% | -14.0% | -6.2% |
| 3M | +2.7% | +78.6% | -75.9% | -4.2% |
| 6M | +3.6% | +70.3% | -66.7% | -3.6% |
| YTD | +15.4% | +140.3% | -124.9% | +2.0% |
| 1Y | +1.3% | +126.6% | -125.4% | -10.2% |
| 3Y | +53.1% | +120.2% | -67.1% | +32.7% |
| 5Y | +64.6% | -68.3% | +132.9% | +69.9% |
| All | +338.1% | +223.4% | +114.6% | +230.7% |
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 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