+38.2%
RGEN vs DTE
+1.0%
+37.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.2% |
| 7D | -1.4% | -2.6% | +1.1% | -1.6% |
| 30D | -0.3% | -4.4% | +4.1% | -0.6% |
| 3M | +23.9% | -8.3% | +32.2% | +23.7% |
| 6M | +38.5% | -8.1% | +46.6% | +39.0% |
| YTD | +0.8% | +4.4% | -3.6% | +0.6% |
| 1Y | +38.2% | +0.2% | +38.0% | +44.3% |
| All | +38.2% | +1.0% | +37.3% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling