+606.1%
COST vs RGEN
+415.7%
+190.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -1.0% |
| 30D | -4.7% | -0.3% | -4.4% | -4.8% |
| 3M | -7.1% | +23.9% | -31.0% | -9.8% |
| 6M | -8.5% | +38.5% | -47.1% | -12.8% |
| YTD | +5.4% | +0.8% | +4.6% | +4.4% |
| 1Y | -5.6% | +38.2% | -43.8% | -10.7% |
| 3Y | +68.5% | +1.3% | +67.2% | +61.1% |
| 5Y | +105.2% | -44.0% | +149.3% | +106.4% |
| All | +606.1% | +415.7% | +190.4% | +409.2% |
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 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