+284.7%
RNG vs DTE
+270.7%
+14.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -4.1% | 0.0% | -4.1% | -4.0% |
| 30D | +8.6% | -0.5% | +9.2% | +8.7% |
| 3M | +78.0% | -6.0% | +84.0% | +80.5% |
| 6M | +67.0% | -7.2% | +74.2% | +69.3% |
| YTD | +142.4% | +7.2% | +135.3% | +136.2% |
| 1Y | +120.4% | +4.1% | +116.4% | +116.1% |
| 3Y | +122.1% | +46.9% | +75.3% | +96.3% |
| 5Y | -69.8% | +32.9% | -102.7% | -72.8% |
| 10Y | +223.4% | +144.5% | +78.9% | +146.4% |
| All | +284.7% | +270.7% | +14.0% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling