-43.4%
RGEN vs RBA
+45.3%
-88.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.9% | -2.9% | -2.0% | -3.8% |
| 30D | +5.7% | -12.3% | +18.0% | +10.8% |
| 3M | +32.4% | -20.5% | +53.0% | +42.4% |
| 6M | +33.2% | -18.5% | +51.7% | +41.8% |
| YTD | +2.3% | -18.2% | +20.5% | +8.5% |
| 1Y | +39.0% | -27.5% | +66.5% | +54.3% |
| 3Y | -4.6% | +38.1% | -42.7% | -18.9% |
| All | -43.4% | +45.3% | -88.7% | -57.6% |
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