+110.9%
DT vs RNG
-50.2%
+161.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -1.6% |
| 7D | -4.9% | -0.8% | -4.0% | -4.6% |
| 30D | +2.7% | +11.4% | -8.7% | -1.2% |
| 3M | +20.0% | +72.1% | -52.1% | -2.3% |
| 6M | +28.0% | +67.9% | -39.9% | +4.5% |
| YTD | +16.0% | +144.3% | -128.3% | -19.6% |
| 1Y | +0.7% | +117.5% | -116.8% | -27.6% |
| 3Y | +6.2% | +123.9% | -117.7% | -30.3% |
| 5Y | -28.1% | -70.1% | +42.0% | -6.0% |
| All | +110.9% | -50.2% | +161.1% | +142.2% |
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