+406.7%
RGEN vs FIVE
+475.1%
-68.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | -0.9% | +3.7% | -4.5% | -1.9% |
| 30D | +2.8% | +4.0% | -1.1% | +1.5% |
| 3M | +34.5% | +36.2% | -1.8% | +23.2% |
| 6M | +40.5% | +18.0% | +22.4% | +32.7% |
| YTD | +2.8% | +34.9% | -32.0% | -6.4% |
| 1Y | +39.6% | +67.9% | -28.3% | +19.4% |
| 3Y | +4.4% | +57.3% | -52.9% | -15.0% |
| 5Y | -42.8% | +39.5% | -82.3% | -53.1% |
| 10Y | +406.7% | +496.4% | -89.7% | +190.2% |
| All | +406.7% | +475.1% | -68.4% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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