+46.0%
RF vs RGEN
-35.9%
+81.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| YTD | +9.0% | +6.2% | +2.9% | +5.9% |
| 1Y | +19.3% | +19.4% | -0.2% | +13.2% |
| 3Y | +116.4% | +17.9% | +98.5% | +98.5% |
| 5Y | +46.0% | -34.0% | +80.1% | +23.4% |
| All | +46.0% | -35.9% | +81.9% | +23.4% |
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 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