+16.0%
DIA vs RGEN
+39.1%
-23.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.0% | -2.9% | -0.1% | -2.7% |
| 30D | -3.0% | -0.1% | -2.9% | -3.1% |
| 3M | +4.5% | +25.9% | -21.4% | +1.6% |
| 6M | +9.8% | +35.2% | -25.4% | +5.3% |
| YTD | +9.3% | +0.5% | +8.8% | +8.0% |
| 1Y | +16.0% | +37.0% | -21.0% | +13.1% |
| All | +16.0% | +39.1% | -23.1% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling