-3.5%
F vs RGEN
+20.5%
-23.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.6% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | -11.3% | +6.6% | -18.0% | -12.6% |
| 6M | +2.0% | +40.9% | -38.9% | -3.7% |
| YTD | -3.2% | +6.2% | -9.3% | -2.9% |
| 1Y | -3.5% | +19.4% | -22.9% | -7.8% |
| All | -3.5% | +20.5% | -23.9% | -7.8% |
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