+7.7%
DIS vs RGEN
+23.9%
-16.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.6% |
| 7D | +5.3% | +3.5% | +1.8% | +4.8% |
| 30D | +10.2% | +2.9% | +7.3% | +9.6% |
| 3M | +13.5% | +9.2% | +4.4% | +11.6% |
| 6M | +11.1% | +44.9% | -33.8% | +4.4% |
| YTD | +5.5% | +9.2% | -3.7% | +5.2% |
| All | +7.7% | +23.9% | -16.3% | +2.4% |
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