-7.3%
F vs RGEN
+9.1%
-16.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -2.5% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | -0.5% | -5.1% | +4.6% | 0.0% |
| 3M | -12.9% | +0.5% | -13.4% | -13.6% |
| 6M | +1.5% | +46.6% | -45.0% | -5.9% |
| YTD | -5.0% | +1.6% | -6.6% | -4.1% |
| 1Y | -7.3% | +5.4% | -12.7% | -8.0% |
| All | -7.3% | +9.1% | -16.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling