+102.9%
DAL vs RGEN
-35.1%
+138.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.4% |
| 7D | +8.8% | -1.9% | +10.7% | +9.3% |
| 30D | +5.4% | +3.7% | +1.6% | +4.1% |
| 3M | -4.9% | +8.8% | -13.7% | -7.9% |
| 6M | +19.8% | +38.0% | -18.1% | +7.8% |
| YTD | +27.0% | +5.9% | +21.1% | +22.3% |
| 1Y | +52.5% | +19.7% | +32.8% | +42.1% |
| 3Y | +173.8% | +20.5% | +153.3% | +144.3% |
| All | +102.9% | -35.1% | +138.0% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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