+608.6%
DG vs RGEN
+3,549.5%
-2,940.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 6M | +32.7% | +48.9% | -16.2% | +28.0% |
| YTD | +5.5% | +5.3% | +0.2% | +4.3% |
| 1Y | +34.6% | +12.5% | +22.1% | +32.3% |
| 3Y | +24.2% | +17.0% | +7.3% | +19.4% |
| 5Y | -32.3% | -35.4% | +3.1% | -33.3% |
| 10Y | +111.1% | +434.6% | -323.5% | +75.3% |
| All | +608.6% | +3,549.5% | -2,940.9% | +428.9% |
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