+238.6%
P vs RGEN
-35.1%
+273.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.6% | +2.7% |
| 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% | +8.1% |
| 6M | +30.0% | +38.0% | -8.0% | +16.8% |
| YTD | +44.4% | +5.9% | +38.5% | +39.7% |
| 1Y | +3.9% | +19.7% | -15.7% | -3.3% |
| 3Y | +176.6% | +20.5% | +156.1% | +145.3% |
| All | +238.6% | -35.1% | +273.8% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling