+24.8%
LOW vs RGEN
+15.2%
+9.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | +1.4% | -3.3% | +4.7% | +2.0% |
| 30D | +21.7% | -5.8% | +27.5% | +22.7% |
| 3M | +5.0% | +0.2% | +4.8% | +4.3% |
| 6M | +4.6% | +56.8% | -52.2% | -4.1% |
| YTD | -3.5% | +2.4% | -5.9% | -5.7% |
| 1Y | +0.5% | +11.4% | -10.9% | -3.1% |
| 3Y | +24.8% | +15.2% | +9.6% | +14.5% |
| All | +24.8% | +15.2% | +9.6% | +14.5% |
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 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