+508.4%
F vs RGEN
+1,634.9%
-1,126.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.9% |
| 7D | +1.6% | -1.9% | +3.5% | +1.6% |
| 30D | +2.6% | +3.7% | -1.1% | +2.4% |
| 3M | -8.8% | +8.8% | -17.6% | -9.3% |
| 6M | +4.6% | +38.0% | -33.3% | +2.6% |
| YTD | -1.9% | +5.9% | -7.8% | -2.6% |
| 1Y | -0.8% | +19.7% | -20.4% | -2.1% |
| 3Y | +43.5% | +20.5% | +23.0% | +40.3% |
| 5Y | -12.1% | -35.0% | +22.9% | -12.4% |
| 10Y | +83.6% | +540.9% | -457.3% | +65.4% |
| All | +508.4% | +1,634.9% | -1,126.5% | +338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling