+8,228.6%
GEN vs RRX
+4,247.4%
+3,981.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.0% |
| 7D | +2.0% | +4.3% | -2.3% | +0.7% |
| 30D | +27.7% | +12.3% | +15.4% | +22.5% |
| 3M | +3.3% | +3.7% | -0.4% | +0.9% |
| 6M | +31.8% | -13.9% | +45.7% | +33.1% |
| YTD | +13.5% | +26.5% | -12.9% | -0.6% |
| 1Y | +16.0% | +29.3% | -13.3% | +0.6% |
| 3Y | +70.6% | +65.6% | +5.0% | +30.3% |
| 5Y | +32.1% | +10.6% | +21.5% | +10.8% |
| 10Y | +153.4% | +202.9% | -49.5% | +41.4% |
| All | +8,228.6% | +4,247.4% | +3,981.2% | +2,369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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