+443.3%
RGEN vs RACE
+639.5%
-196.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.1% | -2.3% |
| 7D | -1.2% | -4.0% | +2.8% | +0.8% |
| 30D | -5.1% | +3.5% | -8.6% | -6.6% |
| 3M | +0.5% | -0.4% | +0.9% | +0.6% |
| 6M | +46.6% | +23.2% | +23.4% | +32.2% |
| YTD | +1.6% | +11.0% | -9.4% | -4.6% |
| 1Y | +5.4% | -2.2% | +7.6% | +5.1% |
| 3Y | +12.8% | +22.5% | -9.7% | -3.8% |
| 5Y | -35.6% | +63.2% | -98.7% | -53.3% |
| 10Y | +415.7% | +704.3% | -288.6% | +92.7% |
| All | +443.3% | +639.5% | -196.2% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling