+485.4%
P vs RGEN
+492.2%
-6.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +6.5% | -4.9% | +11.5% | +7.9% |
| 30D | +18.8% | +5.7% | +13.2% | +16.7% |
| 3M | +26.7% | +32.4% | -5.7% | +15.4% |
| 6M | +62.2% | +33.2% | +29.0% | +45.3% |
| YTD | +48.5% | +2.3% | +46.2% | +44.1% |
| 1Y | +26.4% | +39.0% | -12.6% | +11.1% |
| 3Y | +159.4% | -4.6% | +164.0% | +141.7% |
| 5Y | +275.8% | -42.7% | +318.5% | +281.9% |
| 10Y | +732.0% | +433.6% | +298.4% | +371.9% |
| All | +485.4% | +492.2% | -6.9% | +228.6% |
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