+402.8%
RGEN vs USFR
+28.0%
+374.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -0.1% | +0.3% | -0.4% | 0.0% |
| 3M | +25.9% | +1.0% | +25.0% | +26.1% |
| 6M | +35.2% | +1.9% | +33.3% | +35.5% |
| YTD | +0.5% | +2.7% | -2.2% | +0.8% |
| 1Y | +37.0% | +4.0% | +33.0% | +37.3% |
| 3Y | +2.0% | +14.1% | -12.0% | +1.2% |
| 5Y | -44.2% | +20.5% | -64.7% | -46.0% |
| All | +402.8% | +28.0% | +374.8% | +320.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling