-69.7%
RAM vs RGEN
+39.0%
-108.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | 0.0% | -10.3% | -10.3% |
| 7D | -31.3% | -3.5% | -27.8% | -30.3% |
| 30D | -49.4% | -6.0% | -43.4% | -48.8% |
| 3M | -41.4% | +19.0% | -60.4% | -38.7% |
| All | -69.7% | +39.0% | -108.7% | -65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling