+206.3%
P vs RGEN
+14.3%
+192.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.5% | +6.9% | +4.3% |
| 7D | +17.8% | -1.2% | +19.0% | +18.2% |
| 30D | -29.9% | -5.1% | -24.8% | -28.7% |
| 3M | -1.2% | +0.5% | -1.7% | -1.5% |
| 6M | +32.1% | +46.6% | -14.5% | +17.7% |
| YTD | +64.3% | +1.6% | +62.7% | +62.6% |
| 1Y | +24.3% | +5.4% | +18.9% | +21.4% |
| All | +206.3% | +14.3% | +192.0% | +162.1% |
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