+1,125.1%
DD vs RGEN
+1,639.8%
-514.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.3% |
| 7D | +2.2% | -2.4% | +4.6% | +2.4% |
| 30D | +20.7% | +0.1% | +20.6% | +20.7% |
| 3M | +11.3% | +6.6% | +4.7% | +10.8% |
| 6M | +6.0% | +40.9% | -34.9% | +3.8% |
| YTD | +31.7% | +6.2% | +25.5% | +30.8% |
| 1Y | +32.2% | +19.4% | +12.8% | +30.5% |
| 3Y | +92.7% | +17.9% | +74.8% | +89.0% |
| 5Y | +72.1% | -34.0% | +106.1% | +71.5% |
| 10Y | +99.7% | +453.9% | -354.2% | +81.1% |
| All | +1,125.1% | +1,639.8% | -514.7% | +793.9% |
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 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