+17.7%
DBX vs RGEN
+370.9%
-353.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.9% |
| 7D | -6.3% | -1.2% | -5.1% | -6.2% |
| 30D | -5.9% | -5.1% | -0.8% | -5.0% |
| 3M | -0.4% | +0.5% | -0.9% | -1.4% |
| 6M | +29.8% | +46.6% | -16.8% | +15.9% |
| YTD | +20.5% | +1.6% | +18.9% | +17.1% |
| 1Y | +8.7% | +5.4% | +3.3% | +4.3% |
| 3Y | +25.9% | +12.8% | +13.1% | +11.6% |
| 5Y | +24.2% | -35.6% | +59.7% | +21.3% |
| All | +17.7% | +370.9% | -353.3% | -59.0% |
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