+356.1%
ALL vs RGEN
+406.9%
-50.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.4% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -4.7% | +2.8% | -7.5% | -4.9% |
| 3M | +18.4% | +34.5% | -16.1% | +15.5% |
| 6M | +20.5% | +40.5% | -19.9% | +16.9% |
| YTD | +23.5% | +2.8% | +20.7% | +22.6% |
| 1Y | +29.0% | +39.6% | -10.6% | +24.7% |
| 3Y | +153.7% | +4.4% | +149.3% | +145.3% |
| 5Y | +114.8% | -42.8% | +157.5% | +115.5% |
| 10Y | +356.1% | +406.7% | -50.6% | +249.6% |
| All | +356.1% | +406.9% | -50.7% | +249.6% |
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