+1,106.2%
DELL vs RGEN
-44.3%
+1,150.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.7% |
| 7D | +8.7% | -4.6% | +13.3% | +9.7% |
| 30D | +16.9% | +1.2% | +15.7% | +16.6% |
| 3M | +40.4% | +26.8% | +13.6% | +33.0% |
| 6M | +267.1% | +29.1% | +238.0% | +244.2% |
| YTD | +329.1% | +0.7% | +328.4% | +323.1% |
| 1Y | +346.9% | +39.1% | +307.9% | +311.3% |
| 3Y | +696.6% | +2.2% | +694.4% | +653.9% |
| 5Y | +1,106.2% | -44.0% | +1,150.2% | +1,012.3% |
| All | +1,106.2% | -44.3% | +1,150.5% | +1,012.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling