+35.3%
DLR vs RGEN
-42.7%
+78.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | -2.2% | +2.8% | -5.0% | -2.8% |
| 3M | +4.7% | +34.5% | -29.7% | -1.3% |
| 6M | +9.0% | +40.5% | -31.4% | +1.3% |
| YTD | +24.1% | +2.8% | +21.3% | +22.1% |
| 1Y | +20.9% | +39.6% | -18.7% | +11.7% |
| 3Y | +60.0% | +4.4% | +55.6% | +49.9% |
| 5Y | +35.3% | -42.8% | +78.0% | +35.0% |
| All | +35.3% | -42.7% | +78.0% | +35.0% |
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