+64.1%
DIA vs RGEN
-42.7%
+106.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +0.1% | -0.9% | +0.9% | +0.2% |
| 30D | -2.1% | +2.8% | -4.9% | -2.5% |
| 3M | +4.2% | +34.5% | -30.3% | 0.0% |
| 6M | +11.9% | +40.5% | -28.6% | +6.3% |
| YTD | +10.8% | +2.8% | +8.0% | +9.5% |
| 1Y | +17.5% | +39.6% | -22.1% | +11.3% |
| 3Y | +59.9% | +4.4% | +55.5% | +53.0% |
| 5Y | +64.1% | -42.8% | +106.9% | +54.3% |
| All | +64.1% | -42.7% | +106.9% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling