-37.9%
DG vs RGEN
-42.7%
+4.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | +1.0% | +2.8% | -1.8% | +0.8% |
| 3M | +20.3% | +34.5% | -14.2% | +17.9% |
| 6M | -11.7% | +40.5% | -52.2% | -13.8% |
| YTD | -2.3% | +2.8% | -5.2% | -3.3% |
| 1Y | +20.0% | +39.6% | -19.6% | +17.1% |
| 3Y | +7.2% | +4.4% | +2.8% | +5.0% |
| 5Y | -37.9% | -42.8% | +4.8% | -40.6% |
| All | -37.9% | -42.7% | +4.8% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling