-10.2%
DOW vs RGEN
+177.0%
-187.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.4% | -2.9% | +0.5% | -1.9% |
| 30D | -4.1% | -0.1% | -4.0% | -4.1% |
| 3M | -12.4% | +25.9% | -38.4% | -16.0% |
| 6M | -10.6% | +35.2% | -45.8% | -16.0% |
| YTD | +31.1% | +0.5% | +30.6% | +29.6% |
| 1Y | +30.5% | +37.0% | -6.5% | +22.2% |
| 3Y | -34.4% | +2.0% | -36.4% | -37.5% |
| 5Y | -35.5% | -44.2% | +8.7% | -35.8% |
| All | -10.2% | +177.0% | -187.2% | -37.6% |
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