+13.7%
O vs RGEN
-42.7%
+56.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | -2.0% | +2.8% | -4.8% | -2.2% |
| 3M | +3.0% | +34.5% | -31.5% | +0.3% |
| 6M | -3.6% | +40.5% | -44.1% | -6.8% |
| YTD | +12.1% | +2.8% | +9.2% | +11.2% |
| 1Y | +8.9% | +39.6% | -30.7% | +4.8% |
| 3Y | +30.3% | +4.4% | +25.9% | +25.7% |
| 5Y | +13.7% | -42.8% | +56.5% | +8.7% |
| All | +13.7% | -42.7% | +56.4% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling