+251.0%
DIA vs RGEN
+402.3%
-151.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.4% |
| 7D | -1.2% | -4.6% | +3.3% | -0.6% |
| 30D | -2.7% | +1.2% | -3.8% | -2.9% |
| 3M | +3.3% | +26.8% | -23.6% | -0.7% |
| 6M | +10.4% | +29.1% | -18.6% | +5.4% |
| YTD | +10.0% | +0.7% | +9.3% | +8.8% |
| 1Y | +16.2% | +39.1% | -22.9% | +9.0% |
| 3Y | +58.7% | +2.2% | +56.5% | +50.8% |
| 5Y | +63.6% | -44.0% | +107.6% | +64.2% |
| 10Y | +251.0% | +412.7% | -161.7% | +130.6% |
| All | +251.0% | +402.3% | -151.2% | +130.6% |
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 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