-3.5%
F vs RGEN
+18.8%
-22.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | -2.1% | -3.1% | +1.0% | -1.9% |
| 30D | +3.3% | +0.1% | +3.3% | +3.2% |
| 3M | -11.3% | +4.8% | -16.1% | -12.4% |
| 6M | +5.3% | +48.9% | -43.6% | -2.3% |
| YTD | -2.2% | +5.3% | -7.6% | -1.6% |
| 1Y | -3.5% | +12.5% | -16.0% | -6.0% |
| All | -3.5% | +18.8% | -22.3% | -6.0% |
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