+7.8%
D vs RGEN
-42.4%
+50.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 6M | +7.4% | +33.2% | -25.8% | +5.3% |
| YTD | +15.9% | +2.3% | +13.6% | +15.3% |
| 1Y | +18.1% | +39.0% | -20.9% | +15.2% |
| 3Y | +58.4% | -4.6% | +63.0% | +55.4% |
| All | +7.8% | -42.4% | +50.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling