-39.9%
DT vs RGEN
-35.9%
-4.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | -7.5% | -2.4% | -5.1% | -6.8% |
| 30D | -31.5% | +0.1% | -31.6% | -31.7% |
| 3M | -14.0% | +6.6% | -20.6% | -16.4% |
| 6M | +6.9% | +40.9% | -34.1% | -5.2% |
| YTD | +0.3% | +6.2% | -5.8% | -3.8% |
| 1Y | -6.9% | +19.4% | -26.4% | -14.2% |
| 3Y | -13.9% | +17.9% | -31.8% | -26.7% |
| 5Y | -39.9% | -34.0% | -5.9% | -42.8% |
| All | -39.9% | -35.9% | -4.1% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling