+70.0%
DD vs RGEN
-35.0%
+104.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.7% |
| 7D | +2.2% | -2.4% | +4.6% | +2.7% |
| 30D | +20.7% | +0.1% | +20.6% | +20.6% |
| 3M | +11.3% | +6.6% | +4.7% | +9.3% |
| 6M | +6.0% | +40.9% | -34.9% | -2.4% |
| YTD | +31.7% | +6.2% | +25.5% | +28.0% |
| 1Y | +32.2% | +19.4% | +12.8% | +25.2% |
| 3Y | +92.7% | +17.9% | +74.8% | +76.3% |
| All | +70.0% | -35.0% | +104.9% | +48.1% |
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 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