+851.5%
DE vs RGEN
+415.7%
+435.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.6% | -1.4% | -1.1% | -2.4% |
| 30D | +9.0% | -0.3% | +9.3% | +9.0% |
| 3M | +19.1% | +23.9% | -4.7% | +15.0% |
| 6M | +14.4% | +38.5% | -24.2% | +8.0% |
| YTD | +45.9% | +0.8% | +45.1% | +44.3% |
| 1Y | +43.6% | +38.2% | +5.4% | +34.8% |
| 3Y | +75.9% | +1.3% | +74.6% | +67.4% |
| 5Y | +98.8% | -44.0% | +142.8% | +99.9% |
| All | +851.5% | +415.7% | +435.8% | +459.8% |
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