+721.7%
DRI vs RNG
+343.0%
+378.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -0.3% | +2.3% | -2.6% | -0.6% |
| 30D | +10.8% | -3.4% | +14.2% | +11.1% |
| 3M | +0.9% | +20.9% | -20.0% | -1.4% |
| 6M | +16.3% | +82.2% | -65.9% | +8.1% |
| YTD | +27.8% | +164.6% | -136.9% | +12.1% |
| 1Y | +33.9% | +177.0% | -143.2% | +16.7% |
| 3Y | +67.2% | +177.4% | -110.2% | +42.1% |
| 5Y | +79.0% | -72.3% | +151.3% | +86.2% |
| 10Y | +332.2% | +238.9% | +93.3% | +236.5% |
| All | +721.7% | +343.0% | +378.7% | +516.9% |
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