+1,514.2%
RF vs RGEN
+1,576.0%
-61.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.3% | -4.9% | +6.2% | +1.6% |
| 30D | -3.6% | +5.7% | -9.3% | -3.9% |
| 3M | +8.1% | +32.4% | -24.4% | +6.4% |
| 6M | +11.5% | +33.2% | -21.7% | +9.6% |
| YTD | +15.6% | +2.3% | +13.3% | +15.1% |
| 1Y | +15.7% | +39.0% | -23.3% | +13.3% |
| 3Y | +86.9% | -4.6% | +91.5% | +85.0% |
| 5Y | +89.8% | -42.7% | +132.5% | +90.2% |
| 10Y | +344.7% | +433.6% | -88.9% | +302.5% |
| All | +1,514.2% | +1,576.0% | -61.8% | +1,183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling