+9,431.7%
DGX vs RGEN
+14,092.0%
-4,660.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -1.2% | +2.8% | -4.0% | -1.3% |
| 3M | +19.9% | +34.5% | -14.6% | +18.1% |
| 6M | +19.2% | +40.5% | -21.2% | +17.0% |
| YTD | +37.5% | +2.8% | +34.6% | +36.8% |
| 1Y | +31.3% | +39.6% | -8.3% | +28.6% |
| 3Y | +96.6% | +4.4% | +92.2% | +93.1% |
| 5Y | +64.3% | -42.8% | +107.0% | +64.1% |
| 10Y | +241.1% | +406.7% | -165.6% | +208.5% |
| All | +9,431.7% | +14,092.0% | -4,660.3% | +7,454.9% |
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