+63.7%
GEN vs RNG
+123.8%
-60.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.6% | -1.8% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | +2.6% | +11.4% | -8.8% | +0.2% |
| 3M | +15.8% | +72.1% | -56.3% | +1.9% |
| 6M | +33.1% | +67.9% | -34.8% | +17.0% |
| YTD | +11.3% | +144.3% | -133.0% | -10.7% |
| 1Y | +1.7% | +117.5% | -115.9% | -16.7% |
| All | +63.7% | +123.8% | -60.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling