+5,425.6%
RGEN vs BR
+1,286.0%
+4,139.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.8% |
| 7D | -0.9% | -5.9% | +5.1% | +2.1% |
| 30D | +2.8% | +1.9% | +0.9% | +1.7% |
| 3M | +34.5% | +14.7% | +19.8% | +24.9% |
| 6M | +40.5% | -12.8% | +53.2% | +48.7% |
| YTD | +2.8% | -23.0% | +25.9% | +15.1% |
| 1Y | +39.6% | -31.7% | +71.3% | +65.6% |
| 3Y | +4.4% | -4.8% | +9.2% | +4.3% |
| 5Y | -42.8% | +7.8% | -50.6% | -46.1% |
| 10Y | +406.7% | +184.1% | +222.6% | +209.5% |
| All | +5,425.6% | +1,286.0% | +4,139.6% | +1,762.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling