-35.8%
RGEN vs RACE
+64.4%
-100.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | -3.3% | -1.2% | -2.1% | -2.6% |
| 30D | -5.8% | +6.1% | -12.0% | -8.9% |
| 3M | +0.2% | -0.3% | +0.5% | +0.2% |
| 6M | +56.8% | +23.4% | +33.3% | +38.5% |
| YTD | +2.4% | +12.5% | -10.1% | -5.9% |
| 1Y | +11.4% | -0.5% | +11.9% | +10.1% |
| 3Y | +15.2% | +23.6% | -8.5% | -12.2% |
| All | -35.8% | +64.4% | -100.2% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling