+5,286.6%
O vs RGEN
+5,699.3%
-412.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.2% |
| 7D | +3.5% | -2.4% | +6.0% | +3.6% |
| 30D | +10.4% | +0.1% | +10.4% | +10.4% |
| 3M | -2.4% | +6.6% | -9.1% | -2.8% |
| 6M | -1.2% | +40.9% | -42.1% | -2.8% |
| YTD | +10.4% | +6.2% | +4.2% | +9.7% |
| 1Y | +11.4% | +19.4% | -8.0% | +10.2% |
| 3Y | +40.4% | +17.9% | +22.5% | +37.6% |
| 5Y | +12.1% | -34.0% | +46.2% | +11.3% |
| 10Y | +82.7% | +453.9% | -371.2% | +66.1% |
| All | +5,286.6% | +5,699.3% | -412.7% | +4,142.5% |
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 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