+345.5%
DRI vs RGEN
+508.6%
-163.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.1% |
| 7D | +3.1% | +3.5% | -0.3% | +2.6% |
| 30D | +16.2% | +2.9% | +13.3% | +15.7% |
| 3M | +8.4% | +9.2% | -0.8% | +6.6% |
| 6M | +19.0% | +44.9% | -25.9% | +12.2% |
| YTD | +28.8% | +9.2% | +19.6% | +25.7% |
| 1Y | +33.1% | +25.3% | +7.8% | +27.3% |
| 3Y | +70.8% | +21.7% | +49.0% | +58.7% |
| 5Y | +74.2% | -34.5% | +108.7% | +69.3% |
| 10Y | +345.5% | +478.9% | -133.4% | +207.4% |
| All | +345.5% | +508.6% | -163.1% | +207.4% |
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 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