-25.8%
DPZ vs RGEN
-36.7%
+10.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +1.1% |
| 7D | +9.5% | -10.7% | +20.2% | +11.3% |
| 30D | +12.8% | -3.6% | +16.4% | +13.2% |
| 3M | -6.2% | +6.2% | -12.5% | -7.7% |
| 6M | +4.3% | +34.1% | -29.9% | -1.6% |
| YTD | -16.6% | +2.8% | -19.4% | -18.3% |
| 1Y | -12.8% | +15.5% | -28.4% | -16.3% |
| 3Y | -0.8% | +12.1% | -12.9% | -8.1% |
| 5Y | -25.8% | -36.9% | +11.1% | -27.2% |
| All | -25.8% | -36.7% | +10.9% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling