+176.7%
DLR vs RGEN
+402.3%
-225.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.1% |
| 7D | +2.9% | -4.6% | +7.5% | +3.7% |
| 30D | -1.2% | +1.2% | -2.3% | -1.5% |
| 3M | +2.9% | +26.8% | -23.9% | -1.9% |
| 6M | +6.7% | +29.1% | -22.4% | +0.8% |
| YTD | +23.9% | +0.7% | +23.1% | +22.1% |
| 1Y | +18.6% | +39.1% | -20.4% | +9.9% |
| 3Y | +59.7% | +2.2% | +57.4% | +50.1% |
| 5Y | +42.1% | -44.0% | +86.0% | +43.1% |
| 10Y | +176.7% | +412.7% | -236.0% | +106.1% |
| All | +176.7% | +402.3% | -225.6% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling