+404.4%
RGEN vs BR
+189.7%
+214.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -1.4% | -3.0% | +1.5% | +0.3% |
| 30D | -0.3% | -0.3% | 0.0% | -0.2% |
| 3M | +23.9% | +17.3% | +6.6% | +11.4% |
| 6M | +38.5% | -6.7% | +45.2% | +42.9% |
| YTD | +0.8% | -23.4% | +24.2% | +16.6% |
| 1Y | +38.2% | -32.7% | +70.9% | +73.5% |
| 3Y | +1.3% | -5.9% | +7.2% | +0.6% |
| 5Y | -44.0% | +8.4% | -52.5% | -49.9% |
| All | +404.4% | +189.7% | +214.7% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling