+74.3%
F vs RGEN
+457.6%
-383.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.2% |
| 7D | +1.0% | -2.4% | +3.4% | +1.4% |
| 30D | +2.1% | +0.1% | +2.1% | +1.9% |
| 3M | -10.3% | +6.6% | -16.9% | -11.9% |
| 6M | +3.3% | +40.9% | -37.7% | -4.6% |
| YTD | -2.0% | +6.2% | -8.2% | -4.8% |
| 1Y | -2.3% | +19.4% | -21.7% | -7.3% |
| 3Y | +49.9% | +17.9% | +32.0% | +37.2% |
| 5Y | -12.5% | -34.0% | +21.6% | -15.7% |
| 10Y | +74.3% | +453.9% | -379.6% | +13.5% |
| All | +74.3% | +457.6% | -383.4% | +13.5% |
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 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