+281.3%
P vs RGEN
-42.4%
+323.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +6.5% | -4.9% | +11.5% | +7.8% |
| 30D | +18.8% | +5.7% | +13.2% | +16.8% |
| 3M | +26.7% | +32.4% | -5.7% | +16.1% |
| 6M | +62.2% | +33.2% | +29.0% | +46.3% |
| YTD | +48.5% | +2.3% | +46.2% | +44.9% |
| 1Y | +26.4% | +39.0% | -12.6% | +12.0% |
| 3Y | +159.4% | -4.6% | +164.0% | +144.4% |
| All | +281.3% | -42.4% | +323.7% | +271.8% |
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 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