+24.5%
Q vs RGEN
+1.3%
+23.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.7% |
| 7D | +1.2% | -3.3% | +4.4% | +2.0% |
| 30D | -2.7% | -5.8% | +3.2% | -1.1% |
| 3M | -16.9% | +0.2% | -17.1% | -17.2% |
| 6M | -26.9% | +56.8% | -83.6% | -37.2% |
| YTD | +45.2% | +2.4% | +42.8% | +50.7% |
| 1Y | +38.1% | +11.4% | +26.7% | +41.0% |
| All | +24.5% | +1.3% | +23.2% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling