+33.8%
DIS vs RGEN
-3.7%
+37.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -2.6% | -4.9% | +2.3% | -2.0% |
| 30D | +3.5% | +5.7% | -2.2% | +2.7% |
| 3M | +6.8% | +32.4% | -25.6% | +2.6% |
| 6M | +3.0% | +33.2% | -30.2% | -1.5% |
| YTD | -6.7% | +2.3% | -9.0% | -7.8% |
| 1Y | -10.1% | +39.0% | -49.1% | -14.8% |
| All | +33.8% | -3.7% | +37.5% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling