+124.0%
DPZ vs RGEN
+527.2%
-403.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -2.5% |
| 7D | +6.6% | -1.9% | +8.5% | +6.8% |
| 30D | +10.3% | +3.7% | +6.5% | +9.5% |
| 3M | -6.2% | +8.8% | -15.0% | -7.7% |
| 6M | +4.2% | +38.0% | -33.7% | -1.0% |
| YTD | -18.4% | +5.9% | -24.3% | -20.1% |
| 1Y | -14.9% | +19.7% | -34.6% | -18.1% |
| 3Y | -4.6% | +20.5% | -25.2% | -11.0% |
| 5Y | -27.4% | -35.0% | +7.6% | -29.5% |
| All | +124.0% | +527.2% | -403.3% | +76.7% |
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 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