-4.3%
M vs RGEN
+457.6%
-462.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.0% |
| 7D | +5.0% | -2.4% | +7.4% | +5.5% |
| 30D | +10.6% | +0.1% | +10.6% | +10.5% |
| 3M | +1.6% | +6.6% | -5.0% | 0.0% |
| 6M | +30.8% | +40.9% | -10.1% | +22.2% |
| YTD | +16.9% | +6.2% | +10.7% | +14.0% |
| 1Y | +26.3% | +19.4% | +6.8% | +20.7% |
| 3Y | +158.6% | +17.9% | +140.7% | +141.6% |
| 5Y | +2.1% | -34.0% | +36.1% | -3.4% |
| 10Y | -4.3% | +453.9% | -458.2% | -35.7% |
| All | -4.3% | +457.6% | -462.0% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling