+88.3%
DT vs RGEN
+74.7%
+13.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.7% |
| 7D | +2.7% | -1.2% | +3.9% | +3.1% |
| 30D | -30.4% | -5.1% | -25.3% | -29.3% |
| 3M | -9.4% | +0.5% | -9.9% | -10.6% |
| 6M | +14.5% | +46.6% | -32.1% | -2.2% |
| YTD | +3.6% | +1.6% | +2.0% | -0.2% |
| 1Y | -3.4% | +5.4% | -8.8% | -8.5% |
| 3Y | -11.1% | +12.8% | -24.0% | -25.8% |
| 5Y | -39.5% | -35.6% | -3.9% | -39.9% |
| All | +88.3% | +74.7% | +13.6% | +2.1% |
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