-95.4%
DFNS vs RGEN
+39.0%
-134.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.8% | +13.5% | +13.2% |
| 7D | -13.0% | -3.1% | -9.9% | -11.1% |
| 30D | -56.9% | +0.1% | -56.9% | -56.5% |
| 3M | -93.2% | +4.8% | -98.0% | -93.6% |
| 6M | -95.4% | +48.9% | -144.4% | -96.6% |
| All | -95.4% | +39.0% | -134.4% | -96.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling