-9.1%
LOW vs RGEN
+2.1%
-11.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -0.6% | -4.6% | +3.9% | +0.1% |
| 30D | -9.3% | +1.2% | -10.4% | -9.5% |
| 3M | -8.1% | +26.8% | -34.9% | -11.8% |
| 6M | -19.8% | +29.1% | -48.8% | -23.6% |
| YTD | -16.4% | +0.7% | -17.1% | -17.5% |
| 1Y | -24.7% | +39.1% | -63.7% | -29.6% |
| All | -9.1% | +2.1% | -11.2% | -12.1% |
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