-34.6%
DOW vs RGEN
-0.1%
-34.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | +2.0% | +2.8% | -0.9% | +1.3% |
| 3M | -12.5% | +34.5% | -47.0% | -18.0% |
| 6M | -9.2% | +40.5% | -49.7% | -16.8% |
| YTD | +30.8% | +2.8% | +27.9% | +29.6% |
| 1Y | +29.4% | +39.6% | -10.2% | +18.5% |
| 3Y | -34.6% | +4.4% | -39.0% | -36.4% |
| All | -34.6% | -0.1% | -34.5% | -36.4% |
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