+16,405.0%
RGEN vs DVA
+5,166.5%
+11,238.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -4.6% | +2.0% | -6.6% | -4.8% |
| 30D | +1.2% | -0.4% | +1.5% | +1.1% |
| 3M | +26.8% | -7.7% | +34.5% | +27.3% |
| 6M | +29.1% | +20.0% | +9.1% | +25.4% |
| YTD | +0.7% | +61.1% | -60.4% | -5.8% |
| 1Y | +39.1% | +33.9% | +5.2% | +32.8% |
| 3Y | +2.2% | +91.5% | -89.3% | -7.1% |
| 5Y | -44.0% | +41.8% | -85.8% | -48.2% |
| 10Y | +412.7% | +187.5% | +225.2% | +334.6% |
| All | +16,405.0% | +5,166.5% | +11,238.5% | +12,157.4% |
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