+607.9%
DG vs RGEN
+3,578.2%
-2,970.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +0.7% |
| 7D | +5.2% | -2.4% | +7.6% | +5.4% |
| 30D | +7.9% | +0.1% | +7.9% | +7.8% |
| 3M | +12.7% | +6.6% | +6.1% | +11.9% |
| 6M | +22.4% | +40.9% | -18.5% | +18.6% |
| YTD | +5.4% | +6.2% | -0.8% | +4.1% |
| 1Y | +39.4% | +19.4% | +19.9% | +36.4% |
| 3Y | +24.1% | +17.9% | +6.2% | +19.2% |
| 5Y | -32.2% | -34.0% | +1.9% | -33.3% |
| 10Y | +111.8% | +453.9% | -342.1% | +75.5% |
| All | +607.9% | +3,578.2% | -2,970.3% | +428.1% |
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 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