+95.1%
F vs RGEN
+430.0%
-334.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.7% |
| 7D | +5.3% | -4.9% | +10.3% | +6.3% |
| 30D | +4.6% | +5.7% | -1.1% | +3.4% |
| 3M | -3.7% | +32.4% | -36.1% | -9.2% |
| 6M | +16.8% | +33.2% | -16.4% | +9.4% |
| YTD | +15.3% | +2.3% | +13.0% | +13.4% |
| 1Y | +31.0% | +39.0% | -8.0% | +21.2% |
| 3Y | +45.4% | -4.6% | +50.1% | +38.7% |
| 5Y | +54.7% | -42.7% | +97.4% | +53.0% |
| All | +95.1% | +430.0% | -334.9% | +29.0% |
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