+1,664.5%
DIS vs RGEN
+1,639.8%
+24.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.2% |
| 7D | +4.4% | -2.4% | +6.8% | +4.5% |
| 30D | +10.3% | +0.1% | +10.3% | +10.3% |
| 3M | +15.5% | +6.6% | +8.9% | +15.0% |
| 6M | +11.2% | +40.9% | -29.7% | +9.1% |
| YTD | +5.6% | +6.2% | -0.6% | +4.9% |
| 1Y | +7.7% | +19.4% | -11.7% | +6.4% |
| 3Y | +39.3% | +17.9% | +21.4% | +36.4% |
| 5Y | -29.5% | -34.0% | +4.5% | -29.8% |
| 10Y | +36.3% | +453.9% | -417.6% | +23.3% |
| All | +1,664.5% | +1,639.8% | +24.7% | +1,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling