-44.2%
RGEN vs BR
+7.7%
-51.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.9% | -6.0% | +3.1% | +1.1% |
| 30D | -0.1% | -0.9% | +0.8% | +0.4% |
| 3M | +25.9% | +16.4% | +9.6% | +12.4% |
| 6M | +35.2% | -8.2% | +43.4% | +42.0% |
| YTD | +0.5% | -23.2% | +23.7% | +19.4% |
| 1Y | +37.0% | -30.9% | +67.9% | +76.7% |
| 3Y | +2.0% | -5.0% | +7.0% | -3.0% |
| 5Y | -44.2% | +8.8% | -52.9% | -57.9% |
| All | -44.2% | +7.7% | -51.9% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling