-31.9%
DIS vs RGEN
-35.1%
+3.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.9% |
| 7D | +5.2% | -1.9% | +7.2% | +5.6% |
| 30D | +11.5% | +3.7% | +7.7% | +10.5% |
| 3M | +11.5% | +8.8% | +2.7% | +9.3% |
| 6M | +8.9% | +38.0% | -29.1% | +1.7% |
| YTD | +3.4% | +5.9% | -2.5% | +0.8% |
| 1Y | +7.2% | +19.7% | -12.5% | +2.1% |
| 3Y | +43.3% | +20.5% | +22.8% | +29.9% |
| All | -31.9% | -35.1% | +3.2% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling