+1,407.5%
RF vs RGEN
+1,584.8%
-177.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.3% | -1.9% |
| 7D | -1.6% | -10.7% | +9.1% | -1.1% |
| 30D | +5.0% | -3.6% | +8.7% | +5.2% |
| 3M | -10.0% | +6.2% | -16.2% | -10.4% |
| 6M | +3.3% | +34.1% | -30.8% | +1.5% |
| YTD | +7.9% | +2.8% | +5.1% | +7.3% |
| 1Y | +21.2% | +15.5% | +5.7% | +19.9% |
| 3Y | +105.8% | +12.1% | +93.8% | +102.3% |
| 5Y | +43.7% | -36.9% | +80.6% | +43.4% |
| 10Y | +289.4% | +522.4% | -232.9% | +250.2% |
| All | +1,407.5% | +1,584.8% | -177.3% | +1,097.2% |
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 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