+48.4%
IR vs RGEN
-42.4%
+90.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -2.8% | -4.9% | +2.1% | -1.7% |
| 30D | -15.1% | +5.7% | -20.8% | -16.4% |
| 3M | +6.1% | +32.4% | -26.4% | -1.4% |
| 6M | -16.8% | +33.2% | -50.0% | -23.3% |
| YTD | -3.5% | +2.3% | -5.8% | -5.4% |
| 1Y | -3.5% | +39.0% | -42.5% | -12.3% |
| 3Y | +9.5% | -4.6% | +14.1% | +4.2% |
| All | +48.4% | -42.4% | +90.8% | +43.8% |
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 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