+15,223.4%
RGEN vs RBA
+3,565.6%
+11,657.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.9% | -2.9% | -2.0% | -4.2% |
| 30D | +5.7% | -12.3% | +18.0% | +9.2% |
| 3M | +32.4% | -20.5% | +53.0% | +39.5% |
| 6M | +33.2% | -18.5% | +51.7% | +39.4% |
| YTD | +2.3% | -18.2% | +20.5% | +6.8% |
| 1Y | +39.0% | -27.5% | +66.5% | +49.4% |
| 3Y | -4.6% | +38.1% | -42.7% | -13.5% |
| 5Y | -42.7% | +44.8% | -87.5% | -49.4% |
| 10Y | +433.6% | +187.1% | +246.5% | +291.4% |
| All | +15,223.4% | +3,565.6% | +11,657.9% | +6,632.6% |
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 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