+5,669.9%
RCL vs RGEN
+2,675.8%
+2,994.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.2% |
| 7D | +6.5% | -1.9% | +8.5% | +6.6% |
| 30D | +15.9% | +3.7% | +12.1% | +15.6% |
| 3M | +2.7% | +8.8% | -6.1% | +2.0% |
| 6M | +15.2% | +38.0% | -22.7% | +12.7% |
| YTD | +19.2% | +5.9% | +13.4% | +18.3% |
| 1Y | +31.6% | +19.7% | +11.9% | +29.7% |
| 3Y | +274.2% | +20.5% | +253.7% | +265.9% |
| 5Y | +250.1% | -35.0% | +285.1% | +249.9% |
| 10Y | +388.4% | +540.9% | -152.5% | +338.0% |
| All | +5,669.9% | +2,675.8% | +2,994.1% | +4,601.7% |
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