-33.7%
REPL vs RGEN
-35.5%
+1.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +1.2% | -3.3% | +4.5% | +1.9% |
| 30D | +92.2% | -5.8% | +98.0% | +94.7% |
| 3M | +44.1% | +0.2% | +43.9% | +43.5% |
| 6M | +313.0% | +56.8% | +256.2% | +263.7% |
| YTD | +125.2% | +2.4% | +122.8% | +117.3% |
| 1Y | +143.8% | +11.4% | +132.3% | +128.8% |
| 3Y | +104.2% | +15.2% | +89.0% | +83.0% |
| All | -33.7% | -35.5% | +1.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling