+66.6%
DRI vs RNG
-70.2%
+136.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | -4.8% | -4.1% | -0.8% | -4.4% |
| 30D | -3.9% | +8.6% | -12.6% | -4.8% |
| 3M | +5.1% | +78.0% | -72.9% | -1.6% |
| 6M | +5.5% | +67.0% | -61.5% | -1.2% |
| YTD | +16.5% | +142.4% | -126.0% | +3.2% |
| 1Y | +2.0% | +120.4% | -118.5% | -8.8% |
| 3Y | +54.5% | +122.1% | -67.6% | +34.1% |
| 5Y | +66.6% | -69.8% | +136.4% | +68.8% |
| All | +66.6% | -70.2% | +136.8% | +68.8% |
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