+5,283.0%
O vs RGEN
+5,864.7%
-581.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | +0.7% |
| 7D | +3.3% | +3.5% | -0.1% | +3.2% |
| 30D | +10.3% | +2.9% | +7.4% | +10.2% |
| 3M | -3.5% | +9.2% | -12.6% | -3.9% |
| 6M | -1.3% | +44.9% | -46.2% | -3.0% |
| YTD | +10.3% | +9.2% | +1.1% | +9.5% |
| 1Y | +10.4% | +25.3% | -14.9% | +8.9% |
| 3Y | +40.0% | +21.7% | +18.3% | +37.1% |
| 5Y | +12.4% | -34.5% | +46.9% | +11.5% |
| 10Y | +78.2% | +478.9% | -400.7% | +61.8% |
| All | +5,283.0% | +5,864.7% | -581.7% | +4,135.0% |
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