+1,576.0%
RGEN vs DTE
+3,490.8%
-1,914.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | +5.7% | -2.6% | +8.2% | +6.3% |
| 3M | +32.4% | -3.9% | +36.3% | +33.5% |
| 6M | +33.2% | -7.9% | +41.1% | +35.3% |
| YTD | +2.3% | +7.2% | -4.9% | +0.3% |
| 1Y | +39.0% | +3.1% | +35.9% | +37.4% |
| 3Y | -4.6% | +47.6% | -52.2% | -13.4% |
| 5Y | -42.7% | +32.7% | -75.4% | -46.9% |
| 10Y | +433.6% | +138.8% | +294.8% | +322.6% |
| All | +1,576.0% | +3,490.8% | -1,914.8% | +728.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling