+108.4%
M vs RGEN
+15.5%
+92.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.6% | -5.4% |
| 7D | -4.3% | -1.9% | -2.3% | -3.8% |
| 30D | +1.3% | +3.7% | -2.5% | +0.1% |
| 3M | -7.4% | +8.8% | -16.2% | -10.2% |
| 6M | +18.3% | +38.0% | -19.6% | +6.6% |
| YTD | +7.6% | +5.9% | +1.7% | +3.3% |
| 1Y | +17.4% | +19.7% | -2.3% | +9.0% |
| 3Y | +108.4% | +20.5% | +87.8% | +70.7% |
| All | +108.4% | +15.5% | +92.9% | +70.7% |
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 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