+403.8%
RGEN vs RBA
+204.3%
+199.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.1% | -3.0% |
| 7D | -1.2% | -0.5% | -0.6% | -1.0% |
| 30D | -5.1% | +6.8% | -11.9% | -7.4% |
| 3M | +0.5% | +9.5% | -9.0% | -2.9% |
| 6M | +46.6% | -8.2% | +54.8% | +48.9% |
| YTD | +1.6% | -7.7% | +9.4% | +2.8% |
| 1Y | +5.4% | -6.9% | +12.3% | +6.2% |
| 3Y | +12.8% | +61.6% | -48.8% | -6.3% |
| 5Y | -35.6% | +44.7% | -80.3% | -46.1% |
| All | +403.8% | +204.3% | +199.6% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling