+22.7%
RIO vs RGEN
+8.1%
+14.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.9% | -3.3% | +2.4% | -0.5% |
| 30D | -9.1% | -5.8% | -3.3% | -8.5% |
| 3M | -13.7% | +0.2% | -13.9% | -14.0% |
| 6M | -24.3% | +56.8% | -81.1% | -29.5% |
| YTD | +8.9% | +2.4% | +6.5% | +11.2% |
| 1Y | +22.7% | +11.4% | +11.2% | +23.1% |
| All | +22.7% | +8.1% | +14.5% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling