+57.1%
DRI vs RNG
+120.7%
-63.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.5% | -1.5% |
| 7D | -1.2% | -0.8% | -0.4% | -1.2% |
| 30D | -0.4% | +11.4% | -11.8% | -1.2% |
| 3M | +9.5% | +72.1% | -62.6% | +5.4% |
| 6M | +6.5% | +67.9% | -61.5% | +2.2% |
| YTD | +18.4% | +144.3% | -125.9% | +9.1% |
| 1Y | +4.2% | +117.5% | -113.3% | -3.0% |
| 3Y | +57.1% | +123.9% | -66.8% | +41.1% |
| All | +57.1% | +120.7% | -63.6% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling