+6.0%
LOW vs RGEN
-44.2%
+50.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.6% | -2.9% | +0.3% | -2.1% |
| 30D | -11.1% | -0.1% | -11.1% | -11.2% |
| 3M | -8.5% | +25.9% | -34.4% | -12.4% |
| 6M | -20.8% | +35.2% | -56.1% | -25.4% |
| YTD | -17.2% | +0.5% | -17.7% | -18.2% |
| 1Y | -24.7% | +37.0% | -61.7% | -29.8% |
| 3Y | -9.7% | +2.0% | -11.8% | -14.4% |
| 5Y | +6.0% | -44.2% | +50.2% | +0.1% |
| All | +6.0% | -44.2% | +50.2% | +0.1% |
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 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