-26.7%
DT vs RNG
-70.1%
+43.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -2.5% | -9.6% | +7.0% | +0.6% |
| 30D | +3.5% | +8.8% | -5.3% | +0.6% |
| 3M | +26.7% | +78.6% | -51.9% | +3.5% |
| 6M | +36.1% | +70.3% | -34.1% | +12.3% |
| YTD | +18.6% | +140.3% | -121.7% | -14.8% |
| 1Y | +7.9% | +126.6% | -118.7% | -21.4% |
| 3Y | +8.6% | +120.2% | -111.6% | -25.8% |
| 5Y | -26.7% | -68.3% | +41.6% | -8.3% |
| All | -26.7% | -70.1% | +43.4% | -8.3% |
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