+16,260.2%
RGEN vs RBA
+4,102.2%
+12,158.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.5% |
| 7D | +3.5% | +2.5% | +1.0% | +2.8% |
| 30D | +2.9% | +11.6% | -8.7% | -0.2% |
| 3M | +9.2% | +1.5% | +7.7% | +8.4% |
| 6M | +44.9% | -6.6% | +51.6% | +46.1% |
| YTD | +9.2% | -6.3% | +15.5% | +9.9% |
| 1Y | +25.3% | -4.0% | +29.2% | +25.2% |
| 3Y | +21.7% | +47.3% | -25.5% | +8.3% |
| 5Y | -34.5% | +47.7% | -82.2% | -42.6% |
| 10Y | +478.9% | +224.7% | +254.2% | +310.0% |
| All | +16,260.2% | +4,102.2% | +12,158.1% | +6,823.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling