-30.6%
AR vs RGEN
+1,568.2%
-1,598.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.2% |
| 7D | -14.3% | -1.9% | -12.3% | -14.1% |
| 30D | +1.4% | +3.7% | -2.3% | +0.8% |
| 3M | +3.4% | +8.8% | -5.4% | +1.8% |
| 6M | -2.1% | +38.0% | -40.0% | -6.7% |
| YTD | +4.7% | +5.9% | -1.2% | +2.6% |
| 1Y | +10.6% | +19.7% | -9.1% | +6.5% |
| 3Y | +24.6% | +20.5% | +4.1% | +16.9% |
| 5Y | +71.9% | -35.0% | +106.9% | +67.8% |
| 10Y | +46.4% | +540.9% | -494.5% | +5.8% |
| All | -30.6% | +1,568.2% | -1,598.8% | -50.5% |
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