+248.1%
DGX vs RGEN
+415.7%
-167.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | -1.2% | -0.3% | -0.8% | -1.2% |
| 3M | +15.8% | +23.9% | -8.1% | +12.4% |
| 6M | +18.2% | +38.5% | -20.4% | +12.8% |
| YTD | +37.2% | +0.8% | +36.4% | +35.9% |
| 1Y | +30.4% | +38.2% | -7.9% | +23.6% |
| 3Y | +96.7% | +1.3% | +95.4% | +87.8% |
| 5Y | +67.2% | -44.0% | +111.2% | +68.8% |
| All | +248.1% | +415.7% | -167.6% | +155.8% |
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