+4,549.4%
RCL vs RGEN
+2,581.6%
+1,967.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | -5.1% | -4.9% | -0.2% | -4.8% |
| 30D | -19.0% | +5.7% | -24.7% | -19.3% |
| 3M | -9.6% | +32.4% | -42.0% | -11.2% |
| 6M | -6.7% | +33.2% | -39.9% | -8.4% |
| YTD | -3.9% | +2.3% | -6.2% | -4.3% |
| 1Y | -25.1% | +39.0% | -64.1% | -26.7% |
| 3Y | +179.1% | -4.6% | +183.7% | +176.3% |
| 5Y | +243.3% | -42.7% | +286.0% | +245.5% |
| 10Y | +325.8% | +433.6% | -107.8% | +285.2% |
| All | +4,549.4% | +2,581.6% | +1,967.8% | +3,702.3% |
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