+38.0%
RGEN vs BUD
+5.3%
+32.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.4% | +2.8% |
| 7D | -1.9% | +4.5% | -6.4% | -1.8% |
| 30D | +3.7% | +12.5% | -8.8% | +3.1% |
| 3M | +8.8% | 0.0% | +8.8% | +9.3% |
| 6M | +38.0% | +3.8% | +34.2% | +37.8% |
| All | +38.0% | +5.3% | +32.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 6mo: compounded portfolio wealth divided by compounded BUD 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…
6mo analysis · Full analysis span regression · 6 months rolling