+36.3%
M vs RGEN
+37.7%
-1.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +2.4% | -0.9% | +3.2% | +2.6% |
| 30D | -11.6% | +2.8% | -14.4% | -12.5% |
| 3M | +1.6% | +34.5% | -32.8% | -6.9% |
| 6M | +25.2% | +40.5% | -15.2% | +12.3% |
| YTD | +3.8% | +2.8% | +0.9% | -0.7% |
| 1Y | +36.3% | +39.6% | -3.3% | +27.0% |
| All | +36.3% | +37.7% | -1.4% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling