-36.5%
RGEN vs RBA
+37.7%
-74.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.5% |
| 7D | -1.9% | +4.3% | -6.2% | -3.6% |
| 30D | +3.7% | +16.3% | -12.6% | -2.5% |
| 3M | +8.8% | +1.3% | +7.5% | +7.7% |
| 6M | +38.0% | -11.1% | +49.0% | +42.0% |
| YTD | +5.9% | -8.5% | +14.3% | +7.4% |
| 1Y | +19.7% | -2.1% | +21.8% | +17.8% |
| 3Y | +20.5% | +44.6% | -24.0% | -0.9% |
| All | -36.5% | +37.7% | -74.2% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling