-22.5%
DIS vs RGEN
-35.5%
+12.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | +1.9% | -3.3% | +5.2% | +2.5% |
| 30D | +9.2% | -5.8% | +15.0% | +10.1% |
| 3M | +13.5% | +0.2% | +13.3% | +12.9% |
| 6M | +14.3% | +56.8% | -42.5% | +4.2% |
| YTD | +5.4% | +2.4% | +3.0% | +3.3% |
| 1Y | +12.2% | +11.4% | +0.7% | +8.1% |
| 3Y | +37.2% | +15.2% | +22.0% | +25.4% |
| All | -22.5% | -35.5% | +12.9% | -30.7% |
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