+4.1%
DT vs RGEN
+38.7%
-34.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +3.0% | -0.3% | +3.4% | +3.0% |
| 3M | +26.5% | +23.9% | +2.6% | +21.4% |
| 6M | +35.9% | +38.5% | -2.6% | +27.1% |
| YTD | +17.8% | +0.8% | +17.0% | +15.0% |
| 1Y | +4.1% | +38.2% | -34.2% | +1.3% |
| All | +4.1% | +38.7% | -34.6% | +1.3% |
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