+117.6%
DT vs RGEN
+75.8%
+41.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -3.3% | -4.9% | +1.6% | -1.6% |
| 30D | +2.0% | +5.7% | -3.6% | -0.2% |
| 3M | +20.0% | +32.4% | -12.4% | +7.4% |
| 6M | +39.3% | +33.2% | +6.1% | +23.1% |
| YTD | +19.8% | +2.3% | +17.5% | +16.2% |
| 1Y | +4.3% | +39.0% | -34.7% | -10.9% |
| 3Y | +7.7% | -4.6% | +12.3% | -3.0% |
| 5Y | -26.8% | -42.7% | +15.9% | -22.7% |
| All | +117.6% | +75.8% | +41.8% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling