+156.1%
ALL vs RGEN
+0.8%
+155.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.3% |
| 7D | 0.0% | -4.9% | +4.9% | +0.1% |
| 30D | -1.5% | +5.7% | -7.2% | -1.6% |
| 3M | +23.6% | +32.4% | -8.8% | +23.0% |
| 6M | +22.3% | +33.2% | -10.8% | +21.7% |
| YTD | +26.5% | +2.3% | +24.2% | +26.4% |
| 1Y | +27.0% | +39.0% | -12.0% | +26.0% |
| All | +156.1% | +0.8% | +155.4% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling