+580.6%
RIO vs RGEN
+414.1%
+166.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | -3.4% | -2.9% | -0.4% | -2.9% |
| 30D | +0.6% | -0.1% | +0.6% | +0.5% |
| 3M | +2.5% | +25.9% | -23.4% | -1.4% |
| 6M | +10.8% | +35.2% | -24.4% | +4.9% |
| YTD | +30.5% | +0.5% | +30.0% | +29.1% |
| 1Y | +68.1% | +37.0% | +31.2% | +58.0% |
| 3Y | +94.0% | +2.0% | +92.0% | +84.4% |
| 5Y | +92.0% | -44.2% | +136.2% | +93.2% |
| All | +580.6% | +414.1% | +166.5% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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