+208.8%
C vs RGEN
+457.6%
-248.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.7% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -5.2% | +0.1% | -5.2% | -5.3% |
| 3M | -9.1% | +6.6% | -15.7% | -10.5% |
| 6M | -1.6% | +40.9% | -42.5% | -8.2% |
| YTD | +6.9% | +6.2% | +0.8% | +4.3% |
| 1Y | +23.0% | +19.4% | +3.5% | +17.6% |
| 3Y | +216.1% | +17.9% | +198.2% | +193.0% |
| 5Y | +112.2% | -34.0% | +146.3% | +106.3% |
| 10Y | +208.8% | +453.9% | -245.1% | +87.5% |
| All | +208.8% | +457.6% | -248.8% | +87.5% |
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