-15.8%
F vs RGEN
-35.1%
+19.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.3% |
| 7D | +1.6% | -1.9% | +3.5% | +1.9% |
| 30D | +2.6% | +3.7% | -1.1% | +1.7% |
| 3M | -8.8% | +8.8% | -17.6% | -11.0% |
| 6M | +4.6% | +38.0% | -33.3% | -3.6% |
| YTD | -1.9% | +5.9% | -7.8% | -4.9% |
| 1Y | -0.8% | +19.7% | -20.4% | -6.4% |
| 3Y | +43.5% | +20.5% | +23.0% | +29.0% |
| All | -15.8% | -35.1% | +19.3% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling