+119.5%
RF vs RGEN
+15.2%
+104.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | +1.9% | -3.3% | +5.2% | +2.5% |
| 30D | +7.3% | -5.8% | +13.2% | +8.3% |
| 3M | -7.9% | +0.2% | -8.1% | -8.6% |
| 6M | +10.5% | +56.8% | -46.2% | -0.5% |
| YTD | +9.6% | +2.4% | +7.2% | +7.2% |
| 1Y | +20.3% | +11.4% | +8.9% | +15.5% |
| 3Y | +119.5% | +15.2% | +104.4% | +88.2% |
| All | +119.5% | +15.2% | +104.3% | +88.2% |
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