+5,622.1%
DPZ vs RGEN
+7,031.9%
-1,409.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -2.5% | -4.9% | +2.4% | -1.9% |
| 30D | -7.0% | +5.7% | -12.6% | -7.8% |
| 3M | +11.6% | +32.4% | -20.8% | +6.7% |
| 6M | -15.2% | +33.2% | -48.4% | -19.3% |
| YTD | -17.2% | +2.3% | -19.5% | -18.4% |
| 1Y | -24.8% | +39.0% | -63.8% | -29.4% |
| 3Y | -8.7% | -4.6% | -4.0% | -12.3% |
| 5Y | -28.9% | -42.7% | +13.8% | -29.0% |
| 10Y | +153.6% | +433.6% | -279.9% | +74.4% |
| All | +5,622.1% | +7,031.9% | -1,409.8% | +2,260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling