+2.1%
DLTR vs RGEN
+2.1%
0.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.3% |
| 7D | -10.2% | -4.6% | -5.7% | -9.6% |
| 30D | -8.5% | +1.2% | -9.6% | -8.8% |
| 3M | +5.6% | +26.8% | -21.3% | +1.2% |
| 6M | +2.2% | +29.1% | -26.9% | -2.7% |
| YTD | -3.8% | +0.7% | -4.5% | -5.6% |
| 1Y | +22.9% | +39.1% | -16.1% | +15.2% |
| All | +2.1% | +2.1% | 0.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling