+69.0%
F vs RGEN
+450.6%
-381.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -2.1% | -3.1% | +1.0% | -1.6% |
| 30D | +3.3% | +0.1% | +3.3% | +3.1% |
| 3M | -11.3% | +4.8% | -16.1% | -12.6% |
| 6M | +5.3% | +48.9% | -43.6% | -3.7% |
| YTD | -2.2% | +5.3% | -7.6% | -4.9% |
| 1Y | -3.5% | +12.5% | -16.0% | -7.4% |
| 3Y | +49.5% | +17.0% | +32.5% | +37.1% |
| 5Y | -13.5% | -35.4% | +21.8% | -16.4% |
| 10Y | +69.0% | +434.6% | -365.6% | +10.4% |
| All | +69.0% | +450.6% | -381.6% | +10.4% |
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