+3,179.7%
MAR vs RGEN
+14,701.8%
-11,522.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.8% |
| 7D | +1.8% | -1.2% | +2.9% | +1.8% |
| 30D | +14.3% | -5.1% | +19.4% | +14.7% |
| 3M | +20.0% | +0.5% | +19.5% | +19.7% |
| 6M | +21.7% | +46.6% | -24.8% | +18.0% |
| YTD | +37.7% | +1.6% | +36.1% | +36.7% |
| 1Y | +46.8% | +5.4% | +41.4% | +45.4% |
| 3Y | +121.0% | +12.8% | +108.2% | +115.2% |
| 5Y | +183.1% | -35.6% | +218.7% | +181.4% |
| 10Y | +532.4% | +415.7% | +116.7% | +447.8% |
| All | +3,179.7% | +14,701.8% | -11,522.0% | +2,228.8% |
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