-14.9%
A vs RGEN
-42.7%
+27.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.9% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | +0.6% | +2.8% | -2.2% | -0.5% |
| 3M | +10.9% | +34.5% | -23.6% | -1.3% |
| 6M | +28.2% | +40.5% | -12.3% | +11.8% |
| YTD | +8.6% | +2.8% | +5.7% | +5.6% |
| 1Y | +15.5% | +39.6% | -24.1% | +0.6% |
| 3Y | +31.8% | +4.4% | +27.4% | +20.3% |
| 5Y | -14.9% | -42.8% | +27.9% | -14.8% |
| All | -14.9% | -42.7% | +27.9% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling