+176.6%
P vs RGEN
+15.5%
+161.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.6% | +2.8% |
| 7D | -23.8% | -1.9% | -21.9% | -23.2% |
| 30D | -36.6% | +3.7% | -40.4% | -37.0% |
| 3M | +10.9% | +8.8% | +2.1% | +8.4% |
| 6M | +30.0% | +38.0% | -8.0% | +17.9% |
| YTD | +44.4% | +5.9% | +38.5% | +41.4% |
| 1Y | +3.9% | +19.7% | -15.7% | -2.2% |
| 3Y | +176.6% | +20.5% | +156.1% | +135.8% |
| All | +176.6% | +15.5% | +161.1% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling