-100.0%
DFNS vs RGEN
+27.9%
-127.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.8% | +15.6% | +12.7% |
| 7D | -37.0% | -2.4% | -34.6% | -37.0% |
| 30D | -63.4% | +0.1% | -63.5% | -63.4% |
| 3M | -94.1% | +6.6% | -100.7% | -94.0% |
| 6M | -96.3% | +40.9% | -137.2% | -96.2% |
| YTD | -99.6% | +6.2% | -105.7% | -99.6% |
| 1Y | -99.7% | +19.4% | -119.1% | -99.7% |
| 3Y | -100.0% | +17.9% | -117.9% | -100.0% |
| 5Y | -100.0% | -34.0% | -65.9% | -100.0% |
| All | -100.0% | +27.9% | -127.9% | -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