+19.4%
RGEN vs RACE
+2.2%
+17.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +0.1% | +6.6% | -6.6% | -2.6% |
| 3M | +6.6% | +2.2% | +4.4% | +5.6% |
| 6M | +40.9% | +22.4% | +18.5% | +30.4% |
| YTD | +6.2% | +13.8% | -7.6% | -0.6% |
| 1Y | +19.4% | +2.2% | +17.2% | +20.1% |
| All | +19.4% | +2.2% | +17.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling