-2.6%
REPL vs RGEN
+243.5%
-246.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -5.7% | -0.9% | -4.9% | -5.5% |
| 30D | +22.5% | +2.8% | +19.6% | +21.1% |
| 3M | +64.7% | +34.5% | +30.2% | +46.0% |
| 6M | +83.0% | +40.5% | +42.6% | +54.1% |
| YTD | +52.0% | +2.8% | +49.1% | +42.5% |
| 1Y | +144.5% | +39.6% | +104.9% | +100.9% |
| 3Y | -25.1% | +4.4% | -29.5% | -34.6% |
| 5Y | -52.9% | -42.8% | -10.1% | -51.7% |
| All | -2.6% | +243.5% | -246.1% | -49.4% |
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