+44.5%
D vs RGEN
+490.1%
-445.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.7% |
| 7D | +3.0% | -1.9% | +4.9% | +3.1% |
| 30D | +11.5% | +3.7% | +7.7% | +11.0% |
| 3M | +3.7% | +8.8% | -5.1% | +2.7% |
| 6M | +13.5% | +38.0% | -24.4% | +9.9% |
| YTD | +20.7% | +5.9% | +14.8% | +19.2% |
| 1Y | +18.2% | +19.7% | -1.4% | +15.4% |
| 3Y | +73.3% | +20.5% | +52.8% | +65.2% |
| 5Y | +12.3% | -35.0% | +47.2% | +11.0% |
| All | +44.5% | +490.1% | -445.6% | +21.2% |
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