+469.1%
P vs RGEN
+513.0%
-43.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.6% | +2.7% |
| 7D | -23.8% | -1.9% | -21.9% | -23.1% |
| 30D | -36.6% | +3.7% | -40.4% | -37.1% |
| 3M | +10.9% | +8.8% | +2.1% | +7.9% |
| 6M | +30.0% | +38.0% | -8.0% | +15.9% |
| YTD | +44.4% | +5.9% | +38.5% | +38.7% |
| 1Y | +3.9% | +19.7% | -15.7% | -4.0% |
| 3Y | +176.6% | +20.5% | +156.1% | +142.8% |
| 5Y | +249.3% | -35.0% | +284.3% | +243.5% |
| 10Y | +726.9% | +540.9% | +186.0% | +356.6% |
| All | +469.1% | +513.0% | -43.9% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling