+13.5%
D vs RGEN
+34.2%
-20.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.4% |
| 7D | +3.0% | -1.9% | +4.9% | +3.0% |
| 30D | +11.5% | +3.7% | +7.7% | +11.3% |
| 3M | +3.7% | +8.8% | -5.1% | +3.0% |
| 6M | +13.5% | +38.0% | -24.4% | +11.6% |
| All | +13.5% | +34.2% | -20.6% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling