-100.0%
DFNS vs RGEN
+27.6%
-127.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +3.0% | -15.2% | -12.1% |
| 7D | -44.0% | -1.9% | -42.1% | -44.1% |
| 30D | -69.1% | +3.7% | -72.9% | -69.1% |
| 3M | -95.6% | +8.8% | -104.4% | -95.6% |
| 6M | -96.2% | +38.0% | -134.1% | -96.1% |
| YTD | -99.6% | +5.9% | -105.5% | -99.6% |
| 1Y | -99.7% | +19.7% | -119.4% | -99.7% |
| 3Y | -100.0% | +20.5% | -120.5% | -100.0% |
| 5Y | -100.0% | -35.0% | -65.0% | -100.0% |
| All | -100.0% | +27.6% | -127.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling