+998.2%
C vs RGEN
+1,634.9%
-636.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.3% |
| 7D | -2.4% | -1.9% | -0.4% | -2.3% |
| 30D | -6.0% | +3.7% | -9.7% | -6.2% |
| 3M | -10.5% | +8.8% | -19.4% | -11.2% |
| 6M | -5.7% | +38.0% | -43.7% | -7.9% |
| YTD | +4.1% | +5.9% | -1.7% | +3.3% |
| 1Y | +20.5% | +19.7% | +0.8% | +18.6% |
| 3Y | +208.1% | +20.5% | +187.6% | +200.0% |
| 5Y | +110.4% | -35.0% | +145.4% | +109.4% |
| 10Y | +234.6% | +540.9% | -306.3% | +189.8% |
| All | +998.2% | +1,634.9% | -636.7% | +676.8% |
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 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