+50.7%
O vs RGEN
+415.7%
-365.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.9% | -1.4% | -1.4% | -2.7% |
| 30D | -4.5% | -0.3% | -4.2% | -4.5% |
| 3M | -2.6% | +23.9% | -26.5% | -4.6% |
| 6M | -5.6% | +38.5% | -44.2% | -8.6% |
| YTD | +9.3% | +0.8% | +8.5% | +8.6% |
| 1Y | +4.3% | +38.2% | -33.9% | +0.5% |
| 3Y | +27.4% | +1.3% | +26.1% | +23.5% |
| 5Y | +17.1% | -44.0% | +61.1% | +16.4% |
| All | +50.7% | +415.7% | -365.0% | +31.2% |
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