+76.2%
O vs RGEN
+415.2%
-339.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.4% | -3.3% | +2.9% | -0.1% |
| 30D | +7.1% | -5.8% | +13.0% | +7.6% |
| 3M | -5.2% | +0.2% | -5.4% | -5.5% |
| 6M | -1.8% | +56.8% | -58.5% | -6.0% |
| YTD | +9.1% | +2.4% | +6.7% | +8.0% |
| 1Y | +9.7% | +11.4% | -1.8% | +7.7% |
| 3Y | +39.1% | +15.2% | +24.0% | +33.1% |
| 5Y | +8.4% | -35.1% | +43.4% | +6.4% |
| All | +76.2% | +415.2% | -339.0% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling