+118.6%
M vs RGEN
-3.7%
+122.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | +4.7% | -4.9% | +9.6% | +6.0% |
| 30D | -9.6% | +5.7% | -15.3% | -11.1% |
| 3M | +0.9% | +32.4% | -31.6% | -6.8% |
| 6M | +22.3% | +33.2% | -10.9% | +12.1% |
| YTD | +6.5% | +2.3% | +4.2% | +4.1% |
| 1Y | +38.8% | +39.0% | -0.2% | +25.0% |
| All | +118.6% | -3.7% | +122.3% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling