-36.6%
DT vs RNG
-72.1%
+35.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | +3.1% | +4.6% | -1.5% | +1.6% |
| 30D | -29.5% | +0.4% | -30.0% | -29.7% |
| 3M | -11.7% | +11.4% | -23.1% | -15.1% |
| 6M | +29.0% | +95.7% | -66.7% | +1.1% |
| YTD | +3.4% | +162.9% | -159.5% | -29.0% |
| 1Y | -4.2% | +180.3% | -184.5% | -35.7% |
| 3Y | -12.8% | +188.3% | -201.2% | -46.9% |
| All | -36.6% | -72.1% | +35.5% | +6.5% |
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 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