+4.2%
DRI vs RGEN
+37.7%
-33.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -1.2% | -0.9% | -0.3% | -1.2% |
| 30D | -0.4% | +2.8% | -3.2% | -0.7% |
| 3M | +9.5% | +34.5% | -25.0% | +7.4% |
| 6M | +6.5% | +40.5% | -34.0% | +3.9% |
| YTD | +18.4% | +2.8% | +15.6% | +15.8% |
| 1Y | +4.2% | +39.6% | -35.4% | +4.9% |
| All | +4.2% | +37.7% | -33.5% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling