+22.3%
DBX vs RGEN
+374.0%
-351.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.1% |
| 7D | -2.4% | -4.9% | +2.5% | -1.3% |
| 30D | -0.5% | +5.7% | -6.2% | -1.9% |
| 3M | +28.1% | +32.4% | -4.4% | +18.5% |
| 6M | +33.1% | +33.2% | -0.1% | +21.9% |
| YTD | +25.3% | +2.3% | +23.0% | +22.5% |
| 1Y | +18.3% | +39.0% | -20.6% | +5.8% |
| 3Y | +25.0% | -4.6% | +29.6% | +16.5% |
| 5Y | +7.5% | -42.7% | +50.2% | +9.7% |
| All | +22.3% | +374.0% | -351.7% | -57.1% |
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