+5,273.6%
RGEN vs VO
+822.3%
+4,451.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +0.6% |
| 7D | +3.5% | -0.1% | +3.6% | +3.7% |
| 30D | +2.9% | +0.5% | +2.4% | +2.6% |
| 3M | +9.2% | -1.0% | +10.2% | +10.3% |
| 6M | +44.9% | +6.4% | +38.5% | +36.9% |
| YTD | +9.2% | +13.6% | -4.4% | -2.3% |
| 1Y | +25.3% | +14.5% | +10.8% | +11.5% |
| 3Y | +21.7% | +67.2% | -45.5% | -20.6% |
| 5Y | -34.5% | +36.1% | -70.6% | -47.2% |
| 10Y | +478.9% | +199.3% | +279.6% | +149.4% |
| All | +5,273.6% | +822.3% | +4,451.2% | +577.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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