+22.6%
D vs RGEN
+19.5%
+3.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | +8.5% | -3.5% | +12.0% | +8.5% |
| 30D | +14.3% | -6.0% | +20.3% | +14.3% |
| 3M | +1.8% | +19.0% | -17.2% | +1.4% |
| 6M | +13.0% | +50.7% | -37.7% | +12.1% |
| YTD | +22.7% | +8.8% | +14.0% | +20.5% |
| 1Y | +22.6% | +21.3% | +1.3% | +19.8% |
| All | +22.6% | +19.5% | +3.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling