+16,679.0%
RGEN vs DVA
+4,923.3%
+11,755.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.3% | -8.8% | +5.5% | -2.4% |
| 30D | -5.8% | -3.4% | -2.4% | -5.6% |
| 3M | +0.2% | -2.6% | +2.8% | +0.3% |
| 6M | +56.8% | -11.9% | +68.7% | +57.9% |
| YTD | +2.4% | +53.6% | -51.3% | -3.9% |
| 1Y | +11.4% | +41.9% | -30.4% | +5.6% |
| 3Y | +15.2% | +97.5% | -82.3% | +4.4% |
| 5Y | -35.1% | +65.0% | -100.1% | -40.9% |
| 10Y | +419.6% | +193.2% | +226.4% | +339.7% |
| All | +16,679.0% | +4,923.3% | +11,755.7% | +12,403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling