+29.1%
Q vs RGEN
+0.5%
+28.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.5% | -2.2% |
| 7D | +11.5% | -1.2% | +12.7% | +11.9% |
| 30D | -0.2% | -5.1% | +4.9% | +1.3% |
| 3M | -13.6% | +0.5% | -14.1% | -13.9% |
| 6M | -27.0% | +46.6% | -73.6% | -35.6% |
| YTD | +50.5% | +1.6% | +48.9% | +56.5% |
| 1Y | +33.8% | +5.4% | +28.4% | +38.2% |
| All | +29.1% | +0.5% | +28.6% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling