+14,609.3%
DE vs RGEN
+1,576.0%
+13,033.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +10.0% | -4.9% | +14.9% | +10.2% |
| 30D | +13.3% | +5.7% | +7.6% | +13.0% |
| 3M | +17.5% | +32.4% | -14.9% | +16.0% |
| 6M | +13.6% | +33.2% | -19.6% | +12.0% |
| YTD | +49.8% | +2.3% | +47.5% | +49.2% |
| 1Y | +47.9% | +39.0% | +8.9% | +45.3% |
| 3Y | +72.5% | -4.6% | +77.2% | +70.7% |
| 5Y | +90.2% | -42.7% | +132.9% | +90.1% |
| 10Y | +865.4% | +433.6% | +431.8% | +784.7% |
| All | +14,609.3% | +1,576.0% | +13,033.3% | +12,030.2% |
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