+132.0%
DPZ vs RGEN
+450.6%
-318.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.3% |
| 7D | -3.5% | -3.1% | -0.4% | -3.2% |
| 30D | +5.7% | +0.1% | +5.6% | +5.5% |
| 3M | -7.5% | +4.8% | -12.2% | -8.5% |
| 6M | +6.2% | +48.9% | -42.7% | -0.2% |
| YTD | -19.8% | +5.3% | -25.1% | -21.4% |
| 1Y | -18.0% | +12.5% | -30.5% | -20.4% |
| 3Y | -8.8% | +17.0% | -25.8% | -14.6% |
| 5Y | -30.2% | -35.4% | +5.2% | -32.1% |
| 10Y | +132.0% | +434.6% | -302.6% | +82.1% |
| All | +132.0% | +450.6% | -318.6% | +82.1% |
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