-0.4%
RGEN vs RBA
+32.9%
-33.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.9% | -2.9% | -2.0% | -3.9% |
| 30D | +5.7% | -12.3% | +18.0% | +10.8% |
| 3M | +32.4% | -20.5% | +53.0% | +42.2% |
| 6M | +33.2% | -18.5% | +51.7% | +41.3% |
| YTD | +2.3% | -18.2% | +20.5% | +8.1% |
| 1Y | +39.0% | -27.5% | +66.5% | +54.7% |
| All | -0.4% | +32.9% | -33.3% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling