-98.3%
DFNS vs RGEN
+45.2%
-143.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.5% |
| 7D | -16.0% | -4.9% | -11.1% | -12.5% |
| 30D | -77.7% | +5.7% | -83.4% | -78.9% |
| 3M | -77.2% | +32.4% | -109.6% | -81.7% |
| 6M | -95.2% | +33.2% | -128.4% | -96.2% |
| YTD | -98.0% | +2.3% | -100.2% | -98.0% |
| 1Y | -98.3% | +39.0% | -137.3% | -98.7% |
| All | -98.3% | +45.2% | -143.5% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling