+455.3%
RGEN vs INVH
+79.4%
+375.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -4.6% | -2.3% | -2.3% | -3.4% |
| 30D | +1.2% | -5.7% | +6.9% | +4.4% |
| 3M | +26.8% | -4.5% | +31.3% | +29.9% |
| 6M | +29.1% | +11.0% | +18.1% | +21.8% |
| YTD | +0.7% | +3.7% | -3.0% | -1.8% |
| 1Y | +39.1% | -2.8% | +41.9% | +40.2% |
| 3Y | +2.2% | -7.1% | +9.4% | +4.6% |
| 5Y | -44.0% | -19.4% | -24.6% | -38.8% |
| All | +455.3% | +79.4% | +375.9% | +363.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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