+2,340.5%
EXC vs RGEN
+1,576.0%
+764.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +0.3% | -4.9% | +5.2% | +0.4% |
| 30D | -3.7% | +5.7% | -9.4% | -3.8% |
| 3M | -1.3% | +32.4% | -33.7% | -1.9% |
| 6M | -9.7% | +33.2% | -42.9% | -10.4% |
| YTD | +2.9% | +2.3% | +0.6% | +2.7% |
| 1Y | +4.4% | +39.0% | -34.6% | +3.4% |
| 3Y | +22.2% | -4.6% | +26.8% | +21.4% |
| 5Y | +46.7% | -42.7% | +89.4% | +46.5% |
| 10Y | +155.3% | +433.6% | -278.2% | +144.2% |
| All | +2,340.5% | +1,576.0% | +764.5% | +2,047.9% |
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