+308.7%
A vs RGEN
+457.6%
-148.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.3% |
| 7D | +1.4% | -2.4% | +3.8% | +2.2% |
| 30D | +4.3% | +0.1% | +4.2% | +4.2% |
| 3M | +19.8% | +6.6% | +13.2% | +16.7% |
| 6M | +54.4% | +40.9% | +13.5% | +35.8% |
| YTD | +31.7% | +6.2% | +25.5% | +26.7% |
| 1Y | +22.4% | +19.4% | +3.0% | +13.2% |
| 3Y | +67.7% | +17.9% | +49.8% | +49.0% |
| 5Y | +15.7% | -34.0% | +49.8% | +15.0% |
| 10Y | +308.7% | +453.9% | -145.2% | +122.7% |
| All | +308.7% | +457.6% | -148.9% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling