+6,431.5%
DOV vs RGEN
+1,565.2%
+4,866.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.2% |
| 7D | +3.4% | -1.2% | +4.6% | +3.5% |
| 30D | +8.8% | -5.1% | +13.9% | +9.1% |
| 3M | +0.9% | +0.5% | +0.4% | +0.8% |
| 6M | -2.8% | +46.6% | -49.4% | -5.0% |
| YTD | +8.1% | +1.6% | +6.5% | +7.5% |
| 1Y | +15.2% | +5.4% | +9.9% | +14.4% |
| 3Y | +64.5% | +12.8% | +51.7% | +61.7% |
| 5Y | +28.9% | -35.6% | +64.5% | +28.6% |
| 10Y | +328.7% | +415.7% | -87.0% | +290.7% |
| All | +6,431.5% | +1,565.2% | +4,866.3% | +5,193.7% |
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