+111.1%
DG vs RGEN
+450.6%
-339.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.0% | -3.1% | +0.2% | -2.7% |
| 30D | +8.6% | +0.1% | +8.6% | +8.5% |
| 3M | +15.0% | +4.8% | +10.3% | +14.1% |
| 6M | +32.7% | +48.9% | -16.2% | +26.5% |
| YTD | +5.5% | +5.3% | +0.2% | +3.8% |
| 1Y | +34.6% | +12.5% | +22.1% | +31.5% |
| 3Y | +24.2% | +17.0% | +7.3% | +17.6% |
| 5Y | -32.3% | -35.4% | +3.1% | -33.1% |
| 10Y | +111.1% | +434.6% | -323.5% | +38.1% |
| All | +111.1% | +450.6% | -339.5% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling