+43.8%
EXC vs RGEN
-35.1%
+79.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -2.1% |
| 7D | -1.2% | -1.9% | +0.8% | -1.1% |
| 30D | +10.0% | +3.7% | +6.2% | +9.7% |
| 3M | +1.6% | +8.8% | -7.2% | +1.1% |
| 6M | +3.3% | +38.0% | -34.7% | +1.6% |
| YTD | +7.6% | +5.9% | +1.7% | +7.0% |
| 1Y | +3.5% | +19.7% | -16.2% | +2.3% |
| 3Y | +27.7% | +20.5% | +7.1% | +24.0% |
| All | +43.8% | -35.1% | +79.0% | +38.3% |
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