+35.1%
DD vs RGEN
+37.5%
-2.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.3% |
| 7D | -3.8% | -4.6% | +0.8% | -3.1% |
| 30D | -9.2% | +1.2% | -10.4% | -9.4% |
| 3M | -9.0% | +26.8% | -35.8% | -12.2% |
| 6M | -5.0% | +29.1% | -34.0% | -9.2% |
| YTD | +7.4% | +0.7% | +6.7% | +6.5% |
| 1Y | +35.1% | +39.1% | -3.9% | +27.9% |
| All | +35.1% | +37.5% | -2.4% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling