-8.4%
DPZ vs RGEN
-3.7%
-4.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -2.5% | -4.9% | +2.4% | -2.0% |
| 30D | -7.0% | +5.7% | -12.6% | -7.7% |
| 3M | +11.6% | +32.4% | -20.8% | +7.5% |
| 6M | -15.2% | +33.2% | -48.4% | -18.7% |
| YTD | -17.2% | +2.3% | -19.5% | -18.3% |
| 1Y | -24.8% | +39.0% | -63.8% | -28.8% |
| All | -8.4% | -3.7% | -4.6% | -8.4% |
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