+15.2%
RGEN vs RBA
+63.1%
-48.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | -3.3% | +1.7% | -5.0% | -3.8% |
| 30D | -5.8% | +8.3% | -14.2% | -8.7% |
| 3M | +0.2% | +10.5% | -10.4% | -3.7% |
| 6M | +56.8% | -5.9% | +62.6% | +57.1% |
| YTD | +2.4% | -6.9% | +9.3% | +2.9% |
| 1Y | +11.4% | -4.9% | +16.3% | +10.9% |
| 3Y | +15.2% | +64.5% | -49.3% | -12.5% |
| All | +15.2% | +63.1% | -48.0% | -12.5% |
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