+115.6%
DT vs RGEN
+72.7%
+42.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.5% | -2.9% | +0.4% | -1.5% |
| 30D | +3.5% | -0.1% | +3.6% | +3.3% |
| 3M | +26.7% | +25.9% | +0.8% | +15.5% |
| 6M | +36.1% | +35.2% | +0.9% | +19.8% |
| YTD | +18.6% | +0.5% | +18.1% | +15.8% |
| 1Y | +7.9% | +37.0% | -29.1% | -7.3% |
| 3Y | +8.6% | +2.0% | +6.6% | -5.5% |
| 5Y | -26.7% | -44.2% | +17.5% | -21.7% |
| All | +115.6% | +72.7% | +42.9% | +18.5% |
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