-43.4%
RGEN vs RACE
+93.6%
-137.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.1% |
| 7D | -4.9% | -2.5% | -2.4% | -3.5% |
| 30D | +5.7% | +0.8% | +4.9% | +5.3% |
| 3M | +32.4% | +17.2% | +15.3% | +21.0% |
| 6M | +33.2% | +13.6% | +19.6% | +23.3% |
| YTD | +2.3% | +12.2% | -9.9% | -5.6% |
| 1Y | +39.0% | -16.3% | +55.3% | +50.8% |
| 3Y | -4.6% | +36.4% | -41.1% | -32.8% |
| All | -43.4% | +93.6% | -137.0% | -73.4% |
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