+15,761.9%
RGEN vs RBA
+4,003.4%
+11,758.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | -1.9% | +4.3% | -6.2% | -3.1% |
| 30D | +3.7% | +16.3% | -12.6% | -0.5% |
| 3M | +8.8% | +1.3% | +7.5% | +8.1% |
| 6M | +38.0% | -11.1% | +49.0% | +40.8% |
| YTD | +5.9% | -8.5% | +14.3% | +7.2% |
| 1Y | +19.7% | -2.1% | +21.8% | +19.0% |
| 3Y | +20.5% | +44.6% | -24.0% | +7.7% |
| 5Y | -35.0% | +36.8% | -71.8% | -42.0% |
| 10Y | +540.9% | +227.3% | +313.6% | +353.8% |
| All | +15,761.9% | +4,003.4% | +11,758.5% | +6,653.1% |
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