-2.5%
DPZ vs RGEN
+12.2%
-14.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +0.8% |
| 7D | +9.5% | -10.7% | +20.2% | +10.7% |
| 30D | +12.8% | -3.6% | +16.4% | +13.0% |
| 3M | -6.2% | +6.2% | -12.5% | -7.4% |
| 6M | +4.3% | +34.1% | -29.9% | -0.2% |
| YTD | -16.6% | +2.8% | -19.4% | -18.0% |
| 1Y | -12.8% | +15.5% | -28.4% | -15.6% |
| All | -2.5% | +12.2% | -14.7% | -10.0% |
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