+675.7%
DRI vs RNG
+327.7%
+347.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.1% |
| 7D | +0.6% | +5.8% | -5.2% | 0.0% |
| 30D | +3.8% | +19.6% | -15.8% | +1.8% |
| 3M | +13.0% | +67.0% | -54.0% | +6.4% |
| 6M | +8.3% | +88.4% | -80.1% | -0.1% |
| YTD | +20.6% | +155.5% | -134.9% | +6.4% |
| 1Y | +6.5% | +141.7% | -135.2% | -5.8% |
| 3Y | +53.7% | +131.1% | -77.4% | +33.4% |
| 5Y | +72.7% | -70.6% | +143.3% | +78.3% |
| 10Y | +363.2% | +228.2% | +134.9% | +262.3% |
| All | +675.7% | +327.7% | +347.9% | +485.8% |
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 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