-68.6%
RNG vs DTE
+30.3%
-98.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -6.1% | -2.6% | -3.5% | -5.4% |
| 30D | +9.6% | -4.4% | +14.0% | +10.9% |
| 3M | +83.3% | -8.3% | +91.7% | +87.7% |
| 6M | +77.9% | -8.1% | +86.0% | +80.9% |
| YTD | +139.9% | +4.4% | +135.5% | +132.4% |
| 1Y | +121.7% | +0.2% | +121.5% | +117.5% |
| 3Y | +121.9% | +42.6% | +79.3% | +81.4% |
| All | -68.6% | +30.3% | -98.9% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling