+576.7%
A vs RGEN
+3,902.8%
-3,326.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.1% | -3.1% | +3.0% | +0.4% |
| 30D | +3.3% | +0.1% | +3.2% | +3.2% |
| 3M | +18.5% | +4.8% | +13.8% | +17.5% |
| 6M | +59.3% | +48.9% | +10.4% | +49.2% |
| YTD | +31.0% | +5.3% | +25.7% | +29.2% |
| 1Y | +19.3% | +12.5% | +6.8% | +16.5% |
| 3Y | +66.8% | +17.0% | +49.8% | +59.6% |
| 5Y | +15.5% | -35.4% | +50.8% | +17.2% |
| 10Y | +312.3% | +434.6% | -122.2% | +216.9% |
| All | +576.7% | +3,902.8% | -3,326.1% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling