+36.6%
DIS vs RGEN
+508.6%
-472.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.5% |
| 7D | +5.3% | +3.5% | +1.8% | +4.7% |
| 30D | +10.2% | +2.9% | +7.3% | +9.6% |
| 3M | +13.5% | +9.2% | +4.4% | +11.5% |
| 6M | +11.1% | +44.9% | -33.8% | +3.6% |
| YTD | +5.5% | +9.2% | -3.7% | +2.6% |
| 1Y | +9.1% | +25.3% | -16.2% | +3.7% |
| 3Y | +36.0% | +21.7% | +14.3% | +25.0% |
| 5Y | -29.8% | -34.5% | +4.7% | -32.0% |
| 10Y | +36.6% | +478.9% | -442.3% | -7.0% |
| All | +36.6% | +508.6% | -472.0% | -7.0% |
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