+354.0%
DRI vs RGEN
+406.9%
-52.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | -0.4% | +2.8% | -3.2% | -0.9% |
| 3M | +9.5% | +34.5% | -25.0% | +4.8% |
| 6M | +6.5% | +40.5% | -34.0% | +0.8% |
| YTD | +18.4% | +2.8% | +15.6% | +16.9% |
| 1Y | +4.2% | +39.6% | -35.4% | -1.9% |
| 3Y | +57.1% | +4.4% | +52.7% | +49.1% |
| 5Y | +70.4% | -42.8% | +113.2% | +69.1% |
| 10Y | +354.0% | +406.7% | -52.7% | +201.2% |
| All | +354.0% | +406.9% | -52.8% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling