+16.4%
DBX vs RGEN
+388.2%
-371.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | -8.1% | -3.1% | -5.0% | -7.6% |
| 30D | -4.9% | +0.1% | -5.0% | -5.2% |
| 3M | -2.7% | +4.8% | -7.5% | -4.7% |
| 6M | +25.2% | +48.9% | -23.7% | +11.4% |
| YTD | +19.3% | +5.3% | +13.9% | +14.9% |
| 1Y | +6.6% | +12.5% | -5.9% | +0.7% |
| 3Y | +24.6% | +17.0% | +7.6% | +9.6% |
| 5Y | +23.5% | -35.4% | +58.9% | +20.9% |
| All | +16.4% | +388.2% | -371.7% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling