+755.9%
DE vs RGEN
+415.2%
+340.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.9% |
| 7D | +0.3% | -3.3% | +3.6% | +0.8% |
| 30D | +3.6% | -5.8% | +9.4% | +4.3% |
| 3M | +10.2% | +0.2% | +10.1% | +9.7% |
| 6M | +16.6% | +56.8% | -40.2% | +8.1% |
| YTD | +45.8% | +2.4% | +43.4% | +43.3% |
| 1Y | +43.9% | +11.4% | +32.5% | +39.5% |
| 3Y | +89.6% | +15.2% | +74.4% | +76.9% |
| 5Y | +100.3% | -35.1% | +135.4% | +95.9% |
| All | +755.9% | +415.2% | +340.7% | +388.6% |
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