-68.6%
RNG vs DAR
-9.0%
-59.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | +9.6% | +2.6% | +7.0% | +8.1% |
| 3M | +83.3% | +14.2% | +69.1% | +71.9% |
| 6M | +77.9% | +17.2% | +60.8% | +64.4% |
| YTD | +139.9% | +80.9% | +59.1% | +84.0% |
| 1Y | +121.7% | +104.0% | +17.7% | +59.4% |
| 3Y | +121.9% | +3.6% | +118.2% | +111.8% |
| All | -68.6% | -9.0% | -59.6% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling