+215.5%
RNG vs DAR
+375.1%
-159.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -9.6% | +0.9% | -10.5% | -9.9% |
| 30D | +8.8% | +6.4% | +2.4% | +6.4% |
| 3M | +78.6% | +13.2% | +65.4% | +69.8% |
| 6M | +70.3% | +26.2% | +44.1% | +55.5% |
| YTD | +140.3% | +84.4% | +56.0% | +92.4% |
| 1Y | +126.6% | +112.0% | +14.6% | +71.3% |
| 3Y | +120.2% | +13.4% | +106.9% | +99.1% |
| 5Y | -68.3% | -6.0% | -62.3% | -69.8% |
| All | +215.5% | +375.1% | -159.6% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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