+1,108.1%
DD vs RGEN
+1,565.2%
-457.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | +6.7% | -1.2% | +7.9% | +6.8% |
| 30D | +19.4% | -5.1% | +24.5% | +19.7% |
| 3M | +7.6% | +0.5% | +7.1% | +7.5% |
| 6M | +2.9% | +46.6% | -43.7% | +0.6% |
| YTD | +29.9% | +1.6% | +28.2% | +29.3% |
| 1Y | +28.6% | +5.4% | +23.3% | +27.8% |
| 3Y | +90.0% | +12.8% | +77.2% | +86.8% |
| 5Y | +68.1% | -35.6% | +103.7% | +67.8% |
| 10Y | +98.7% | +415.7% | -317.0% | +80.8% |
| All | +1,108.1% | +1,565.2% | -457.1% | +783.5% |
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