+803.7%
B vs RGEN
+1,576.0%
-772.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -1.6% | -4.9% | +3.3% | -1.5% |
| 30D | +9.4% | +5.7% | +3.8% | +9.4% |
| 3M | +5.0% | +32.4% | -27.5% | +4.6% |
| 6M | -3.5% | +33.2% | -36.7% | -4.0% |
| YTD | +4.5% | +2.3% | +2.2% | +4.4% |
| 1Y | +67.8% | +39.0% | +28.8% | +67.0% |
| 3Y | +196.7% | -4.6% | +201.3% | +195.8% |
| 5Y | +151.9% | -42.7% | +194.6% | +151.6% |
| 10Y | +202.2% | +433.6% | -231.4% | +198.4% |
| All | +803.7% | +1,576.0% | -772.3% | +798.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling