+338.7%
DRI vs RGEN
+457.6%
-118.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | +4.2% | -2.4% | +6.6% | +4.5% |
| 30D | +15.7% | +0.1% | +15.6% | +15.5% |
| 3M | +5.8% | +6.6% | -0.9% | +4.3% |
| 6M | +18.4% | +40.9% | -22.5% | +12.1% |
| YTD | +28.2% | +6.2% | +22.0% | +25.5% |
| 1Y | +35.9% | +19.4% | +16.5% | +30.8% |
| 3Y | +67.7% | +17.9% | +49.8% | +56.6% |
| 5Y | +77.9% | -34.0% | +111.9% | +72.6% |
| 10Y | +338.7% | +453.9% | -115.2% | +204.6% |
| All | +338.7% | +457.6% | -118.9% | +204.6% |
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