+64.7%
D vs RGEN
+0.8%
+64.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +1.5% | -4.9% | +6.4% | +1.7% |
| 30D | -2.6% | +5.7% | -8.3% | -2.9% |
| 3M | 0.0% | +32.4% | -32.4% | -1.5% |
| 6M | +7.4% | +33.2% | -25.8% | +5.5% |
| YTD | +15.9% | +2.3% | +13.6% | +15.4% |
| 1Y | +18.1% | +39.0% | -20.9% | +15.3% |
| All | +64.7% | +0.8% | +64.0% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling