+45.0%
REPL vs RGEN
+239.4%
-194.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +1.9% |
| 7D | +9.8% | -1.2% | +11.0% | +10.1% |
| 30D | +81.5% | -5.1% | +86.6% | +84.4% |
| 3M | +44.2% | +0.5% | +43.7% | +43.1% |
| 6M | +437.4% | +46.6% | +390.8% | +359.1% |
| YTD | +126.1% | +1.6% | +124.5% | +112.1% |
| 1Y | +143.1% | +5.4% | +137.8% | +124.5% |
| 3Y | +97.8% | +12.8% | +85.0% | +69.6% |
| 5Y | -34.3% | -35.6% | +1.3% | -36.0% |
| All | +45.0% | +239.4% | -194.4% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling