-99.7%
DFNS vs RGEN
+20.5%
-120.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.8% | +15.6% | +14.5% |
| 7D | -37.0% | -2.4% | -34.6% | -36.0% |
| 30D | -63.4% | +0.1% | -63.5% | -63.2% |
| 3M | -94.1% | +6.6% | -100.7% | -94.4% |
| 6M | -96.3% | +40.9% | -137.2% | -97.1% |
| YTD | -99.6% | +6.2% | -105.7% | -99.6% |
| 1Y | -99.7% | +19.4% | -119.1% | -99.8% |
| All | -99.7% | +20.5% | -120.2% | -99.8% |
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 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