+8,297.1%
GEN vs RRX
+3,904.5%
+4,392.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -1.2% | +3.4% | -4.6% | -2.2% |
| 30D | +10.1% | -11.1% | +21.3% | +13.8% |
| 3M | +16.1% | -23.7% | +39.8% | +23.2% |
| 6M | +38.9% | -22.0% | +60.8% | +43.6% |
| YTD | +14.4% | +16.5% | -2.0% | +3.8% |
| 1Y | +5.9% | +11.5% | -5.6% | -3.4% |
| 3Y | +58.8% | +1.5% | +57.3% | +41.9% |
| 5Y | +24.7% | +18.3% | +6.4% | +2.9% |
| 10Y | +163.1% | +209.8% | -46.7% | +46.4% |
| All | +8,297.1% | +3,904.5% | +4,392.6% | +2,478.5% |
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