+404.4%
RGEN vs DTE
+137.8%
+266.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -1.4% | -2.6% | +1.1% | -0.9% |
| 30D | -0.3% | -4.4% | +4.1% | +0.7% |
| 3M | +23.9% | -8.3% | +32.2% | +26.3% |
| 6M | +38.5% | -8.1% | +46.6% | +40.8% |
| YTD | +0.8% | +4.4% | -3.6% | -0.7% |
| 1Y | +38.2% | +0.2% | +38.0% | +37.4% |
| 3Y | +1.3% | +42.6% | -41.3% | -7.8% |
| 5Y | -44.0% | +31.5% | -75.5% | -48.2% |
| All | +404.4% | +137.8% | +266.6% | +349.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling