+40.2%
IR vs RGEN
-36.8%
+77.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.7% |
| 7D | +3.7% | -1.9% | +5.6% | +4.1% |
| 30D | +7.4% | +3.7% | +3.7% | +6.3% |
| 3M | -5.9% | +8.8% | -14.7% | -8.5% |
| 6M | +5.6% | +38.0% | -32.4% | -3.6% |
| YTD | +4.8% | +5.9% | -1.0% | +1.4% |
| 1Y | +6.9% | +19.7% | -12.7% | +0.5% |
| 3Y | +27.6% | +20.5% | +7.0% | +14.6% |
| All | +40.2% | -36.8% | +77.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling