+35,474.9%
LOW vs RGEN
+1,576.0%
+33,898.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.3% |
| 7D | -1.7% | -4.9% | +3.2% | -1.5% |
| 30D | -7.0% | +5.7% | -12.7% | -7.4% |
| 3M | -0.9% | +32.4% | -33.3% | -2.6% |
| 6M | -20.1% | +33.2% | -53.3% | -21.6% |
| YTD | -13.9% | +2.3% | -16.2% | -14.3% |
| 1Y | -21.1% | +39.0% | -60.1% | -22.9% |
| 3Y | -6.6% | -4.6% | -2.0% | -7.8% |
| 5Y | +9.4% | -42.7% | +52.0% | +9.6% |
| 10Y | +220.5% | +433.6% | -213.1% | +185.9% |
| All | +35,474.9% | +1,576.0% | +33,898.9% | +22,070.4% |
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