+927.6%
DD vs RGEN
+1,576.0%
-648.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | -3.5% | -4.9% | +1.4% | -3.3% |
| 30D | -10.3% | +5.7% | -16.0% | -10.6% |
| 3M | -7.5% | +32.4% | -40.0% | -9.0% |
| 6M | -8.0% | +33.2% | -41.2% | -9.6% |
| YTD | +10.5% | +2.3% | +8.2% | +10.0% |
| 1Y | +38.3% | +39.0% | -0.7% | +35.4% |
| 3Y | +42.5% | -4.6% | +47.1% | +41.1% |
| 5Y | +60.2% | -42.7% | +102.9% | +60.6% |
| 10Y | +68.9% | +433.6% | -364.7% | +53.5% |
| All | +927.6% | +1,576.0% | -648.4% | +651.9% |
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