+39.1%
RGEN vs RBA
-29.1%
+68.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -4.6% | -1.9% | -2.7% | -4.1% |
| 30D | +1.2% | -13.0% | +14.1% | +4.6% |
| 3M | +26.8% | -23.1% | +49.9% | +33.1% |
| 6M | +29.1% | -22.6% | +51.6% | +34.5% |
| YTD | +0.7% | -20.4% | +21.1% | +6.5% |
| 1Y | +39.1% | -29.6% | +68.6% | +53.0% |
| All | +39.1% | -29.1% | +68.1% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling