+48.3%
D vs RGEN
+457.6%
-409.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.4% |
| 7D | +2.4% | -2.4% | +4.8% | +2.5% |
| 30D | +10.9% | +0.1% | +10.9% | +10.8% |
| 3M | +2.8% | +6.6% | -3.8% | +2.0% |
| 6M | +12.7% | +40.9% | -28.2% | +8.9% |
| YTD | +20.3% | +6.2% | +14.1% | +18.7% |
| 1Y | +17.1% | +19.4% | -2.3% | +14.3% |
| 3Y | +75.1% | +17.9% | +57.2% | +67.3% |
| 5Y | +13.1% | -34.0% | +47.2% | +11.7% |
| 10Y | +48.3% | +453.9% | -405.6% | +23.6% |
| All | +48.3% | +457.6% | -409.4% | +23.6% |
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 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