+6.2%
DT vs RGEN
-0.1%
+6.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -4.9% | -0.9% | -4.0% | -4.7% |
| 30D | +2.7% | +2.8% | -0.1% | +2.0% |
| 3M | +20.0% | +34.5% | -14.5% | +13.1% |
| 6M | +28.0% | +40.5% | -12.4% | +19.2% |
| YTD | +16.0% | +2.8% | +13.2% | +14.1% |
| 1Y | +0.7% | +39.6% | -38.9% | -6.7% |
| 3Y | +6.2% | +4.4% | +1.8% | +1.0% |
| All | +6.2% | -0.1% | +6.2% | +1.0% |
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