+105.5%
B vs RGEN
-35.5%
+141.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -7.3% | -3.3% | -4.0% | -6.9% |
| 30D | -3.3% | -5.8% | +2.5% | -2.6% |
| 3M | -7.8% | +0.2% | -7.9% | -8.0% |
| 6M | -15.5% | +56.8% | -72.3% | -20.6% |
| YTD | -12.3% | +2.4% | -14.7% | -13.4% |
| 1Y | +5.4% | +11.4% | -6.1% | +3.0% |
| 3Y | +165.5% | +15.2% | +150.4% | +152.8% |
| All | +105.5% | -35.5% | +141.0% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling