+16.9%
D vs RGEN
+45.2%
-28.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | +0.4% | -4.9% | +5.4% | +0.5% |
| 30D | -3.6% | +5.7% | -9.2% | -3.6% |
| 3M | -1.0% | +32.4% | -33.4% | -1.1% |
| 6M | +6.3% | +33.2% | -26.9% | +5.7% |
| YTD | +14.7% | +2.3% | +12.4% | +13.4% |
| 1Y | +16.9% | +39.0% | -22.1% | +18.0% |
| All | +16.9% | +45.2% | -28.3% | +18.0% |
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