-3.4%
M vs RGEN
+406.9%
-410.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +2.4% | -0.9% | +3.2% | +2.5% |
| 30D | -11.6% | +2.8% | -14.4% | -12.2% |
| 3M | +1.6% | +34.5% | -32.8% | -4.0% |
| 6M | +25.2% | +40.5% | -15.2% | +17.0% |
| YTD | +3.8% | +2.8% | +0.9% | +2.1% |
| 1Y | +36.3% | +39.6% | -3.3% | +27.0% |
| 3Y | +116.3% | +4.4% | +111.9% | +105.5% |
| 5Y | +28.2% | -42.8% | +70.9% | +23.0% |
| 10Y | -3.4% | +406.7% | -410.1% | -34.4% |
| All | -3.4% | +406.9% | -410.2% | -34.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling