+35.3%
D vs RGEN
+406.9%
-371.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +0.8% | -0.9% | +1.6% | +0.8% |
| 30D | -0.7% | +2.8% | -3.6% | -1.0% |
| 3M | +2.1% | +34.5% | -32.4% | -0.5% |
| 6M | +6.8% | +40.5% | -33.6% | +3.4% |
| YTD | +16.5% | +2.8% | +13.7% | +15.6% |
| 1Y | +19.2% | +39.6% | -20.5% | +14.9% |
| 3Y | +61.9% | +4.4% | +57.5% | +56.5% |
| 5Y | +6.5% | -42.8% | +49.3% | +6.8% |
| 10Y | +35.3% | +406.7% | -371.4% | +19.3% |
| All | +35.3% | +406.9% | -371.6% | +19.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling