+2,648.3%
GEN vs RBA
+4,003.4%
-1,355.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | +2.3% | +4.3% | -2.0% | +1.2% |
| 30D | +33.1% | +16.3% | +16.7% | +28.3% |
| 3M | +6.5% | +1.3% | +5.2% | +6.2% |
| 6M | +53.8% | -11.1% | +64.9% | +57.6% |
| YTD | +11.2% | -8.5% | +19.7% | +12.9% |
| 1Y | +19.4% | -2.1% | +21.5% | +19.2% |
| 3Y | +81.0% | +44.6% | +36.5% | +63.6% |
| 5Y | +33.4% | +36.8% | -3.4% | +20.0% |
| 10Y | +164.3% | +227.3% | -63.0% | +84.7% |
| All | +2,648.3% | +4,003.4% | -1,355.2% | +936.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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