+693.5%
P vs RGEN
+430.0%
+263.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +6.5% | -4.9% | +11.5% | +8.0% |
| 30D | +18.8% | +5.7% | +13.2% | +16.5% |
| 3M | +26.7% | +32.4% | -5.7% | +14.6% |
| 6M | +62.2% | +33.2% | +29.0% | +44.0% |
| YTD | +48.5% | +2.3% | +46.2% | +43.7% |
| 1Y | +26.4% | +39.0% | -12.6% | +9.9% |
| 3Y | +159.4% | -4.6% | +164.0% | +140.0% |
| 5Y | +275.8% | -42.7% | +318.5% | +284.2% |
| All | +693.5% | +430.0% | +263.5% | +285.4% |
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