+649.0%
P vs RGEN
+411.3%
+237.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.5% | +6.9% | +4.5% |
| 7D | +17.8% | -1.2% | +19.0% | +18.2% |
| 30D | -29.9% | -5.1% | -24.8% | -28.6% |
| 3M | -1.2% | +0.5% | -1.7% | -1.7% |
| 6M | +32.1% | +46.6% | -14.5% | +14.7% |
| YTD | +64.3% | +1.6% | +62.7% | +59.2% |
| 1Y | +24.3% | +5.4% | +18.9% | +18.8% |
| 3Y | +203.2% | +12.8% | +190.4% | +168.0% |
| 5Y | +290.4% | -35.6% | +326.0% | +284.6% |
| All | +649.0% | +411.3% | +237.7% | +259.7% |
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 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