+351.3%
DAL vs RGEN
+4,661.4%
-4,310.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +0.1% | -4.9% | +5.0% | +1.2% |
| 30D | -13.9% | +5.7% | -19.6% | -15.1% |
| 3M | +1.1% | +32.4% | -31.4% | -5.6% |
| 6M | +26.2% | +33.2% | -6.9% | +17.5% |
| YTD | +16.4% | +2.3% | +14.1% | +14.6% |
| 1Y | +33.9% | +39.0% | -5.1% | +22.8% |
| 3Y | +93.4% | -4.6% | +98.0% | +85.6% |
| 5Y | +106.4% | -42.7% | +149.0% | +109.1% |
| 10Y | +143.0% | +433.6% | -290.6% | +38.5% |
| All | +351.3% | +4,661.4% | -4,310.1% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling