+287.7%
RNG vs DAR
+228.2%
+59.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -5.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +11.4% | +13.0% | -1.6% | +6.9% |
| 3M | +72.1% | +15.0% | +57.1% | +63.0% |
| 6M | +67.9% | +26.8% | +41.1% | +53.4% |
| YTD | +144.3% | +86.4% | +57.9% | +96.0% |
| 1Y | +117.5% | +115.1% | +2.4% | +64.9% |
| 3Y | +123.9% | +14.6% | +109.3% | +101.9% |
| 5Y | -70.1% | -8.8% | -61.3% | -71.3% |
| 10Y | +215.9% | +356.5% | -140.7% | +66.8% |
| All | +287.7% | +228.2% | +59.6% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling