+85.6%
ES vs RGEN
+508.6%
-423.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.8% |
| 7D | -0.1% | +3.5% | -3.5% | -0.4% |
| 30D | +5.7% | +2.9% | +2.8% | +5.3% |
| 3M | -2.8% | +9.2% | -12.0% | -4.0% |
| 6M | +7.0% | +44.9% | -38.0% | +2.5% |
| YTD | +6.8% | +9.2% | -2.4% | +4.9% |
| 1Y | -0.5% | +25.3% | -25.8% | -3.7% |
| 3Y | +47.2% | +21.7% | +25.4% | +39.3% |
| 5Y | +2.3% | -34.5% | +36.8% | +0.9% |
| 10Y | +85.6% | +478.9% | -393.3% | +49.7% |
| All | +85.6% | +508.6% | -423.0% | +49.7% |
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