+3,716.0%
ALL vs RGEN
+2,814.8%
+901.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.3% |
| 7D | 0.0% | -4.9% | +4.9% | +0.2% |
| 30D | -1.5% | +5.7% | -7.2% | -1.7% |
| 3M | +23.6% | +32.4% | -8.8% | +22.2% |
| 6M | +22.3% | +33.2% | -10.8% | +20.8% |
| YTD | +26.5% | +2.3% | +24.2% | +26.0% |
| 1Y | +27.0% | +39.0% | -12.0% | +25.0% |
| 3Y | +149.6% | -4.6% | +154.2% | +146.7% |
| 5Y | +118.1% | -42.7% | +160.8% | +117.5% |
| 10Y | +369.0% | +433.6% | -64.6% | +328.1% |
| All | +3,716.0% | +2,814.8% | +901.2% | +2,974.6% |
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 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