+54.5%
AR vs RGEN
+457.6%
-403.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | -5.8% | -2.4% | -3.4% | -5.5% |
| 30D | +4.8% | +0.1% | +4.8% | +4.6% |
| 3M | +1.5% | +6.6% | -5.1% | +0.1% |
| 6M | +4.7% | +40.9% | -36.2% | -1.3% |
| YTD | +9.2% | +6.2% | +3.0% | +6.7% |
| 1Y | +11.2% | +19.4% | -8.3% | +6.6% |
| 3Y | +46.2% | +17.9% | +28.3% | +36.2% |
| 5Y | +98.1% | -34.0% | +132.1% | +91.9% |
| 10Y | +54.5% | +453.9% | -399.4% | -6.8% |
| All | +54.5% | +457.6% | -403.1% | -6.8% |
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