+0.5%
M vs RGEN
+508.6%
-508.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.1% | +5.0% | +7.5% |
| 7D | +2.5% | +3.5% | -0.9% | +1.9% |
| 30D | +10.1% | +2.9% | +7.1% | +9.4% |
| 3M | -0.9% | +9.2% | -10.1% | -2.9% |
| 6M | +30.2% | +44.9% | -14.8% | +21.0% |
| YTD | +16.3% | +9.2% | +7.1% | +12.9% |
| 1Y | +27.0% | +25.3% | +1.7% | +20.4% |
| 3Y | +154.5% | +21.7% | +132.7% | +136.4% |
| 5Y | -1.1% | -34.5% | +33.4% | -6.7% |
| 10Y | +0.5% | +478.9% | -478.4% | -33.5% |
| All | +0.5% | +508.6% | -508.1% | -33.5% |
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