-8.4%
DPZ vs RGEN
+18.4%
-26.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.9% |
| 7D | +2.2% | -2.4% | +4.6% | +2.4% |
| 30D | +6.7% | +0.1% | +6.6% | +6.5% |
| 3M | -4.5% | +6.6% | -11.2% | -5.7% |
| 6M | +3.3% | +40.9% | -37.6% | -1.7% |
| YTD | -19.4% | +6.2% | -25.6% | -21.1% |
| 1Y | -17.3% | +19.4% | -36.7% | -20.2% |
| 3Y | -8.4% | +17.9% | -26.3% | -15.9% |
| All | -8.4% | +18.4% | -26.8% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling