-6.5%
IR vs RGEN
+37.7%
-44.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -13.6% | +2.8% | -16.4% | -14.4% |
| 3M | +3.7% | +34.5% | -30.8% | -4.9% |
| 6M | -13.1% | +40.5% | -53.5% | -22.1% |
| YTD | -5.1% | +2.8% | -8.0% | -7.8% |
| 1Y | -6.5% | +39.6% | -46.1% | -13.6% |
| All | -6.5% | +37.7% | -44.2% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling