+166.1%
B vs RGEN
+15.5%
+150.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | +0.1% |
| 7D | +9.6% | -1.9% | +11.5% | +9.9% |
| 30D | +3.5% | +3.7% | -0.2% | +2.7% |
| 3M | -1.6% | +8.8% | -10.4% | -3.2% |
| 6M | -1.7% | +38.0% | -39.6% | -7.3% |
| YTD | -5.3% | +5.9% | -11.2% | -7.4% |
| 1Y | +27.2% | +19.7% | +7.6% | +22.5% |
| 3Y | +166.1% | +20.5% | +145.6% | +148.8% |
| All | +166.1% | +15.5% | +150.6% | +148.8% |
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