-24.2%
AR vs RGEN
+1,511.5%
-1,535.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +2.5% | -4.9% | +7.4% | +3.0% |
| 30D | +14.8% | +5.7% | +9.1% | +13.9% |
| 3M | +6.2% | +32.4% | -26.2% | +2.2% |
| 6M | +4.3% | +33.2% | -28.9% | -0.3% |
| YTD | +14.4% | +2.3% | +12.1% | +12.9% |
| 1Y | +21.3% | +39.0% | -17.7% | +15.0% |
| 3Y | +39.8% | -4.6% | +44.4% | +35.0% |
| 5Y | +142.1% | -42.7% | +184.8% | +139.9% |
| 10Y | +52.0% | +433.6% | -381.5% | +12.1% |
| All | -24.2% | +1,511.5% | -1,535.8% | -45.5% |
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