+406.7%
RGEN vs RBA
+182.6%
+224.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.2% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | +2.8% | -13.2% | +16.0% | +7.7% |
| 3M | +34.5% | -21.4% | +55.8% | +44.3% |
| 6M | +40.5% | -20.9% | +61.3% | +50.4% |
| YTD | +2.8% | -19.9% | +22.7% | +9.5% |
| 1Y | +39.6% | -28.7% | +68.3% | +54.3% |
| 3Y | +4.4% | +27.4% | -23.0% | -6.3% |
| 5Y | -42.8% | +41.7% | -84.5% | -51.8% |
| 10Y | +406.7% | +189.6% | +217.1% | +215.0% |
| All | +406.7% | +182.6% | +224.2% | +215.0% |
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