+1,129.1%
DIA vs RGEN
+15,674.1%
-14,545.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.2% | -4.9% | +4.7% | +0.1% |
| 30D | -1.5% | +5.7% | -7.2% | -1.8% |
| 3M | +3.8% | +32.4% | -28.7% | +2.1% |
| 6M | +10.3% | +33.2% | -22.9% | +8.3% |
| YTD | +12.1% | +2.3% | +9.8% | +11.6% |
| 1Y | +18.6% | +39.0% | -20.4% | +16.1% |
| 3Y | +60.6% | -4.6% | +65.3% | +58.5% |
| 5Y | +64.4% | -42.7% | +107.1% | +64.2% |
| 10Y | +250.1% | +433.6% | -183.5% | +215.3% |
| All | +1,129.1% | +15,674.1% | -14,545.0% | +929.5% |
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