+114.1%
DT vs RNG
-51.1%
+165.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.6% | -6.1% | +4.5% | +0.6% |
| 30D | +3.0% | +9.6% | -6.6% | -0.3% |
| 3M | +26.5% | +83.3% | -56.8% | +0.8% |
| 6M | +35.9% | +77.9% | -42.0% | +8.8% |
| YTD | +17.8% | +139.9% | -122.1% | -17.8% |
| 1Y | +4.1% | +121.7% | -117.6% | -25.8% |
| 3Y | +5.3% | +121.9% | -116.6% | -30.7% |
| 5Y | -27.2% | -68.4% | +41.2% | -7.0% |
| All | +114.1% | -51.1% | +165.2% | +147.5% |
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