+466.0%
RGEN vs RACE
+658.9%
-192.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.7% |
| 7D | -1.9% | +5.1% | -7.0% | -4.3% |
| 30D | +3.7% | +7.7% | -3.9% | +0.1% |
| 3M | +8.8% | +2.2% | +6.6% | +7.6% |
| 6M | +38.0% | +23.8% | +14.2% | +24.1% |
| YTD | +5.9% | +13.9% | -8.0% | -1.9% |
| 1Y | +19.7% | +3.8% | +15.9% | +15.9% |
| 3Y | +20.5% | +28.0% | -7.5% | +0.4% |
| 5Y | -35.0% | +64.9% | -99.9% | -53.2% |
| 10Y | +540.9% | +780.4% | -239.5% | +130.6% |
| All | +466.0% | +658.9% | -192.8% | +93.0% |
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 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