+193.4%
B vs RGEN
+406.9%
-213.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +1.4% | +2.8% | -1.5% | +1.1% |
| 3M | +12.2% | +34.5% | -22.3% | +8.6% |
| 6M | -2.1% | +40.5% | -42.6% | -6.0% |
| YTD | +2.9% | +2.8% | +0.1% | +2.1% |
| 1Y | +55.3% | +39.6% | +15.7% | +49.6% |
| 3Y | +198.7% | +4.4% | +194.3% | +189.3% |
| 5Y | +153.8% | -42.8% | +196.5% | +153.0% |
| 10Y | +193.4% | +406.7% | -213.3% | +186.9% |
| All | +193.4% | +406.9% | -213.4% | +186.9% |
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