-98.2%
DFNS vs RGEN
+40.4%
-138.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.2% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | -73.2% | +2.8% | -76.1% | -73.9% |
| 3M | -72.4% | +34.5% | -106.9% | -78.3% |
| 6M | -95.2% | +40.5% | -135.7% | -96.4% |
| YTD | -98.0% | +2.8% | -100.8% | -98.0% |
| All | -98.2% | +40.4% | -138.6% | -98.8% |
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