+3,565.2%
MOD vs RGEN
+1,576.0%
+1,989.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.4% |
| 7D | +9.6% | -4.9% | +14.5% | +9.9% |
| 30D | 0.0% | +5.7% | -5.7% | -0.3% |
| 3M | -35.4% | +32.4% | -67.8% | -36.6% |
| 6M | -7.3% | +33.2% | -40.5% | -9.2% |
| YTD | +45.8% | +2.3% | +43.5% | +45.0% |
| 1Y | +43.1% | +39.0% | +4.1% | +39.9% |
| 3Y | +297.7% | -4.6% | +302.3% | +294.6% |
| 5Y | +1,478.8% | -42.7% | +1,521.4% | +1,490.0% |
| 10Y | +1,633.4% | +433.6% | +1,199.8% | +1,461.5% |
| All | +3,565.2% | +1,576.0% | +1,989.2% | +2,791.0% |
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