+216.9%
B vs RGEN
+411.3%
-194.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.7% |
| 7D | -6.2% | -1.2% | -5.0% | -6.0% |
| 30D | -6.6% | -5.1% | -1.5% | -6.1% |
| 3M | -7.9% | +0.5% | -8.4% | -8.1% |
| 6M | -16.8% | +46.6% | -63.4% | -20.5% |
| YTD | -11.7% | +1.6% | -13.3% | -12.5% |
| 1Y | +3.5% | +5.4% | -1.9% | +2.1% |
| 3Y | +165.7% | +12.8% | +152.9% | +155.5% |
| 5Y | +108.4% | -35.6% | +144.0% | +106.1% |
| All | +216.9% | +411.3% | -194.3% | +190.8% |
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