+1,163.5%
C vs RGEN
+1,576.0%
-412.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +3.6% | -4.9% | +8.5% | +3.9% |
| 30D | +0.1% | +5.7% | -5.6% | -0.3% |
| 3M | +2.4% | +32.4% | -30.0% | +0.4% |
| 6M | +24.9% | +33.2% | -8.3% | +22.3% |
| YTD | +19.8% | +2.3% | +17.5% | +19.2% |
| 1Y | +44.9% | +39.0% | +5.9% | +41.2% |
| 3Y | +263.0% | -4.6% | +267.6% | +258.1% |
| 5Y | +129.5% | -42.7% | +172.2% | +130.1% |
| 10Y | +291.6% | +433.6% | -142.0% | +242.7% |
| All | +1,163.5% | +1,576.0% | -412.5% | +796.6% |
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