+85.5%
DT vs RGEN
+81.1%
+4.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -5.4% | -3.1% | -2.3% | -4.4% |
| 30D | -32.2% | +0.1% | -32.3% | -32.4% |
| 3M | -10.9% | +4.8% | -15.7% | -13.4% |
| 6M | +10.0% | +48.9% | -39.0% | -6.5% |
| YTD | +2.1% | +5.3% | -3.3% | -2.8% |
| 1Y | -5.5% | +12.5% | -18.0% | -12.5% |
| 3Y | -12.4% | +17.0% | -29.4% | -27.8% |
| 5Y | -39.7% | -35.4% | -4.3% | -39.9% |
| All | +85.5% | +81.1% | +4.4% | -0.6% |
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