+22.2%
A vs RGEN
+19.5%
+2.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.4% | -3.5% | +1.1% | -0.9% |
| 30D | +3.6% | -6.0% | +9.6% | +6.0% |
| 3M | +27.5% | +19.0% | +8.5% | +17.2% |
| 6M | +58.5% | +50.7% | +7.7% | +27.6% |
| YTD | +31.2% | +8.8% | +22.4% | +23.2% |
| 1Y | +22.2% | +21.3% | +0.9% | +7.7% |
| All | +22.2% | +19.5% | +2.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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