+778.3%
AU vs RGEN
+13,053.6%
-12,275.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +12.8% | +2.8% | +9.9% | +12.7% |
| 3M | +28.5% | +34.5% | -6.0% | +26.9% |
| 6M | +4.8% | +40.5% | -35.6% | +3.4% |
| YTD | +31.0% | +2.8% | +28.1% | +30.6% |
| 1Y | +81.4% | +39.6% | +41.8% | +79.0% |
| 3Y | +618.4% | +4.4% | +614.0% | +610.4% |
| 5Y | +686.3% | -42.8% | +729.1% | +685.7% |
| 10Y | +664.5% | +406.7% | +257.8% | +620.3% |
| All | +778.3% | +13,053.6% | -12,275.3% | +850.7% |
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