+145.0%
DPZ vs RGEN
+415.2%
-270.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.8% | +2.5% |
| 7D | +2.2% | -3.3% | +5.5% | +2.6% |
| 30D | +15.5% | -5.8% | +21.3% | +16.2% |
| 3M | -2.0% | +0.2% | -2.2% | -2.6% |
| 6M | +12.1% | +56.8% | -44.6% | +4.6% |
| YTD | -16.6% | +2.4% | -19.0% | -18.0% |
| 1Y | -14.6% | +11.4% | -26.0% | -17.0% |
| 3Y | -4.1% | +15.2% | -19.3% | -10.1% |
| 5Y | -28.3% | -35.1% | +6.8% | -30.2% |
| All | +145.0% | +415.2% | -270.1% | +92.5% |
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