+7,537.5%
DRI vs RGEN
+10,606.5%
-3,069.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.4% |
| 7D | +4.2% | -2.4% | +6.6% | +4.3% |
| 30D | +15.7% | +0.1% | +15.6% | +15.6% |
| 3M | +5.8% | +6.6% | -0.9% | +5.3% |
| 6M | +18.4% | +40.9% | -22.5% | +16.5% |
| YTD | +28.2% | +6.2% | +22.0% | +27.4% |
| 1Y | +35.9% | +19.4% | +16.5% | +34.4% |
| 3Y | +67.7% | +17.9% | +49.8% | +64.6% |
| 5Y | +77.9% | -34.0% | +111.9% | +76.7% |
| 10Y | +338.7% | +453.9% | -115.2% | +303.0% |
| All | +7,537.5% | +10,606.5% | -3,069.0% | +6,426.2% |
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