+189.5%
DLR vs RGEN
+450.6%
-261.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.0% | -3.1% | +1.1% | -1.5% |
| 30D | +0.5% | +0.1% | +0.5% | +0.4% |
| 3M | -4.4% | +4.8% | -9.2% | -5.6% |
| 6M | -6.4% | +48.9% | -55.4% | -13.9% |
| YTD | +19.5% | +5.3% | +14.1% | +16.4% |
| 1Y | +10.5% | +12.5% | -2.0% | +6.3% |
| 3Y | +54.0% | +17.0% | +37.0% | +41.1% |
| 5Y | +39.7% | -35.4% | +75.1% | +37.3% |
| 10Y | +189.5% | +434.6% | -245.1% | +99.1% |
| All | +189.5% | +450.6% | -261.1% | +99.1% |
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