+148.3%
REPL vs RGEN
+37.5%
+110.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -3.3% |
| 7D | -9.6% | -4.6% | -5.0% | -12.0% |
| 30D | +5.7% | +1.2% | +4.6% | +7.0% |
| 3M | +56.4% | +26.8% | +29.6% | +85.9% |
| 6M | +67.4% | +29.1% | +38.4% | +107.6% |
| YTD | +48.7% | +0.7% | +47.9% | +80.8% |
| 1Y | +148.3% | +39.1% | +109.2% | +275.6% |
| All | +148.3% | +37.5% | +110.8% | +275.6% |
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