+39,776.7%
LOW vs RGEN
+1,577.9%
+38,198.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | +1.4% | -3.3% | +4.7% | +1.6% |
| 30D | +21.7% | -5.8% | +27.5% | +22.1% |
| 3M | +5.0% | +0.2% | +4.8% | +4.8% |
| 6M | +4.6% | +56.8% | -52.2% | +1.6% |
| YTD | -3.5% | +2.4% | -5.9% | -4.1% |
| 1Y | +0.5% | +11.4% | -10.9% | -0.5% |
| 3Y | +24.8% | +15.2% | +9.6% | +22.0% |
| 5Y | +6.5% | -35.1% | +41.5% | +6.0% |
| 10Y | +294.6% | +419.6% | -125.1% | +252.0% |
| All | +39,776.7% | +1,577.9% | +38,198.8% | +24,711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling