-35.8%
RGEN vs DVA
+64.3%
-100.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.3% | -8.8% | +5.5% | -2.3% |
| 30D | -5.8% | -3.4% | -2.4% | -5.6% |
| 3M | +0.2% | -2.6% | +2.8% | +0.2% |
| 6M | +56.8% | -11.9% | +68.7% | +57.4% |
| YTD | +2.4% | +53.6% | -51.3% | -6.6% |
| 1Y | +11.4% | +41.9% | -30.4% | +3.1% |
| 3Y | +15.2% | +97.5% | -82.3% | -1.6% |
| All | -35.8% | +64.3% | -100.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling