+99.9%
DD vs RGEN
+450.6%
-350.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +3.2% | -3.1% | +6.4% | +3.9% |
| 30D | +20.3% | +0.1% | +20.2% | +20.2% |
| 3M | +8.2% | +4.8% | +3.4% | +6.6% |
| 6M | +3.4% | +48.9% | -45.5% | -5.8% |
| YTD | +30.6% | +5.3% | +25.3% | +27.1% |
| 1Y | +30.6% | +12.5% | +18.1% | +25.3% |
| 3Y | +91.1% | +17.0% | +74.1% | +75.3% |
| 5Y | +68.6% | -35.4% | +103.9% | +64.6% |
| 10Y | +99.9% | +434.6% | -334.7% | +15.1% |
| All | +99.9% | +450.6% | -350.7% | +15.1% |
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 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