+215.0%
RNG vs DTE
+137.8%
+77.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -6.1% | -2.6% | -3.5% | -5.5% |
| 30D | +9.6% | -4.4% | +14.0% | +10.8% |
| 3M | +83.3% | -8.3% | +91.7% | +87.2% |
| 6M | +77.9% | -8.1% | +86.0% | +80.7% |
| YTD | +139.9% | +4.4% | +135.5% | +134.9% |
| 1Y | +121.7% | +0.2% | +121.5% | +119.2% |
| 3Y | +121.9% | +42.6% | +79.3% | +96.0% |
| 5Y | -68.4% | +31.5% | -99.8% | -71.5% |
| All | +215.0% | +137.8% | +77.1% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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