+2,271.9%
D vs RGEN
+1,576.0%
+695.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | +0.4% | -4.9% | +5.4% | +0.5% |
| 30D | -3.6% | +5.7% | -9.2% | -3.7% |
| 3M | -1.0% | +32.4% | -33.4% | -1.6% |
| 6M | +6.3% | +33.2% | -26.9% | +5.5% |
| YTD | +14.7% | +2.3% | +12.4% | +14.5% |
| 1Y | +16.9% | +39.0% | -22.1% | +15.9% |
| 3Y | +56.8% | -4.6% | +61.4% | +55.8% |
| 5Y | +5.2% | -42.7% | +47.9% | +5.0% |
| 10Y | +35.9% | +433.6% | -397.7% | +29.9% |
| All | +2,271.9% | +1,576.0% | +695.9% | +2,020.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling