+91.8%
AUR vs RGEN
+1.9%
+89.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +0.2% | -2.9% | +3.1% | +1.4% |
| 30D | -8.9% | -0.1% | -8.9% | -9.2% |
| 3M | +4.6% | +25.9% | -21.3% | -7.1% |
| 6M | +44.9% | +35.2% | +9.6% | +23.3% |
| YTD | +64.8% | +0.5% | +64.3% | +61.0% |
| 1Y | +16.4% | +37.0% | -20.6% | -3.2% |
| All | +91.8% | +1.9% | +89.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling