+128.9%
DPZ vs RGEN
+509.1%
-380.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +1.0% |
| 7D | +9.5% | -10.7% | +20.2% | +11.0% |
| 30D | +12.8% | -3.6% | +16.4% | +13.1% |
| 3M | -6.2% | +6.2% | -12.5% | -7.5% |
| 6M | +4.3% | +34.1% | -29.9% | -0.6% |
| YTD | -16.6% | +2.8% | -19.4% | -18.0% |
| 1Y | -12.8% | +15.5% | -28.4% | -15.7% |
| 3Y | -0.8% | +12.1% | -12.9% | -6.6% |
| 5Y | -25.8% | -36.9% | +11.1% | -27.6% |
| All | +128.9% | +509.1% | -380.2% | +81.3% |
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