-13.9%
DT vs RGEN
+18.4%
-32.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | -7.5% | -2.4% | -5.1% | -7.1% |
| 30D | -31.5% | +0.1% | -31.6% | -31.6% |
| 3M | -14.0% | +6.6% | -20.6% | -15.4% |
| 6M | +6.9% | +40.9% | -34.1% | -0.4% |
| YTD | +0.3% | +6.2% | -5.8% | -2.3% |
| 1Y | -6.9% | +19.4% | -26.4% | -11.3% |
| 3Y | -13.9% | +17.9% | -31.8% | -18.8% |
| All | -13.9% | +18.4% | -32.3% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling