+116.4%
RF vs RGEN
+18.4%
+98.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | +0.3% | -2.4% | +2.8% | +0.8% |
| 30D | +6.2% | +0.1% | +6.1% | +6.0% |
| 3M | -7.8% | +6.6% | -14.5% | -9.6% |
| 6M | +5.9% | +40.9% | -35.0% | -2.4% |
| YTD | +9.0% | +6.2% | +2.9% | +5.9% |
| 1Y | +19.3% | +19.4% | -0.2% | +13.0% |
| 3Y | +116.4% | +17.9% | +98.5% | +85.2% |
| All | +116.4% | +18.4% | +98.1% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling