+5.7%
DIS vs RGEN
+18.8%
-13.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.6% | -3.1% | +3.7% | +1.0% |
| 30D | +10.3% | +0.1% | +10.2% | +10.1% |
| 3M | +15.6% | +4.8% | +10.8% | +14.3% |
| 6M | +15.1% | +48.9% | -33.8% | +7.4% |
| YTD | +6.0% | +5.3% | +0.6% | +5.8% |
| 1Y | +5.7% | +12.5% | -6.8% | +2.9% |
| All | +5.7% | +18.8% | -13.1% | +2.9% |
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