+107.5%
ALL vs RGEN
+15.5%
+92.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.4% | -4.5% |
| 7D | -1.9% | -1.9% | 0.0% | -1.9% |
| 30D | +13.8% | +3.7% | +10.0% | +13.8% |
| 3M | -7.0% | +8.8% | -15.8% | -7.1% |
| 6M | +18.0% | +38.0% | -19.9% | +17.5% |
| YTD | +24.2% | +5.9% | +18.3% | +24.1% |
| 1Y | +31.2% | +19.7% | +11.5% | +30.7% |
| 3Y | +107.5% | +20.5% | +87.0% | +105.6% |
| All | +107.5% | +15.5% | +92.0% | +105.6% |
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 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