+1,544.7%
MOD vs RGEN
+1,584.8%
-40.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.5% | -1.8% | -7.0% |
| 7D | -34.2% | -10.7% | -23.5% | -33.7% |
| 30D | -51.9% | -3.6% | -48.2% | -51.8% |
| 3M | -53.0% | +6.2% | -59.3% | -53.3% |
| 6M | -66.4% | +34.1% | -100.5% | -67.1% |
| YTD | -31.5% | +2.8% | -34.4% | -32.0% |
| 1Y | -39.6% | +15.5% | -55.1% | -40.4% |
| 3Y | +116.8% | +12.1% | +104.8% | +113.4% |
| 5Y | +713.8% | -36.9% | +750.7% | +715.8% |
| 10Y | +882.7% | +522.4% | +360.3% | +778.9% |
| All | +1,544.7% | +1,584.8% | -40.1% | +1,195.8% |
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