+2,498.9%
MAR vs RGEN
+14,797.8%
-12,298.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -4.2% | -4.9% | +0.8% | -3.8% |
| 30D | -6.7% | +5.7% | -12.4% | -7.1% |
| 3M | -12.5% | +32.4% | -44.9% | -14.4% |
| 6M | +0.6% | +33.2% | -32.6% | -1.8% |
| YTD | +9.1% | +2.3% | +6.8% | +8.4% |
| 1Y | +26.2% | +39.0% | -12.8% | +22.6% |
| 3Y | +68.2% | -4.6% | +72.8% | +65.4% |
| 5Y | +163.9% | -42.7% | +206.6% | +164.2% |
| 10Y | +420.6% | +433.6% | -13.0% | +350.4% |
| All | +2,498.9% | +14,797.8% | -12,298.8% | +1,747.5% |
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