-12.8%
DPZ vs RGEN
+15.1%
-27.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +0.7% |
| 7D | +9.5% | -10.7% | +20.2% | +10.4% |
| 30D | +12.8% | -3.6% | +16.4% | +12.9% |
| 3M | -6.2% | +6.2% | -12.5% | -7.6% |
| 6M | +4.3% | +34.1% | -29.9% | -0.7% |
| YTD | -16.6% | +2.8% | -19.4% | -20.1% |
| 1Y | -12.8% | +15.5% | -28.4% | -16.8% |
| All | -12.8% | +15.1% | -27.9% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling