+23.9%
IR vs RGEN
+15.2%
+8.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.5% | -3.3% | +5.8% | +3.3% |
| 30D | +9.2% | -5.8% | +15.0% | +10.6% |
| 3M | +0.9% | +0.2% | +0.8% | +0.2% |
| 6M | +19.2% | +56.8% | -37.5% | +5.0% |
| YTD | +7.5% | +2.4% | +5.1% | +4.5% |
| 1Y | +11.7% | +11.4% | +0.3% | +6.5% |
| 3Y | +23.9% | +15.2% | +8.7% | +15.8% |
| All | +23.9% | +15.2% | +8.7% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling