+425.3%
M vs RGEN
+831.1%
-405.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +4.7% | -4.9% | +9.6% | +5.0% |
| 30D | -9.6% | +5.7% | -15.3% | -10.0% |
| 3M | +0.9% | +32.4% | -31.6% | -0.9% |
| 6M | +22.3% | +33.2% | -10.9% | +19.9% |
| YTD | +6.5% | +2.3% | +4.2% | +6.1% |
| 1Y | +38.8% | +39.0% | -0.2% | +35.6% |
| 3Y | +115.9% | -4.6% | +120.5% | +113.7% |
| 5Y | +28.6% | -42.7% | +71.3% | +29.4% |
| 10Y | -2.5% | +433.6% | -436.1% | -13.6% |
| All | +425.3% | +831.1% | -405.8% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling