-35.9%
DOW vs RGEN
-44.3%
+8.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -6.0% | -4.6% | -1.4% | -5.3% |
| 30D | -2.7% | +1.2% | -3.9% | -3.0% |
| 3M | -10.5% | +26.8% | -37.3% | -14.3% |
| 6M | -12.4% | +29.1% | -41.5% | -17.1% |
| YTD | +30.0% | +0.7% | +29.3% | +28.8% |
| 1Y | +27.8% | +39.1% | -11.3% | +19.1% |
| 3Y | -34.9% | +2.2% | -37.2% | -38.1% |
| 5Y | -35.9% | -44.0% | +8.1% | -41.9% |
| All | -35.9% | -44.3% | +8.4% | -41.9% |
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