+158.9%
REPL vs RGEN
+45.2%
+113.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -2.3% |
| 7D | -3.0% | -4.9% | +2.0% | -5.5% |
| 30D | +27.1% | +5.7% | +21.5% | +31.8% |
| 3M | +52.4% | +32.4% | +19.9% | +82.2% |
| 6M | +107.4% | +33.2% | +74.3% | +155.0% |
| YTD | +54.7% | +2.3% | +52.5% | +90.5% |
| 1Y | +158.9% | +39.0% | +119.9% | +266.1% |
| All | +158.9% | +45.2% | +113.7% | +266.1% |
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 · 6 months rolling