+10.7%
RL vs RGEN
+45.2%
-34.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | -0.8% | -4.9% | +4.1% | +0.3% |
| 30D | -7.8% | +5.7% | -13.4% | -9.3% |
| 3M | -4.0% | +32.4% | -36.4% | -11.7% |
| 6M | -1.9% | +33.2% | -35.1% | -10.8% |
| YTD | -0.2% | +2.3% | -2.4% | -3.1% |
| 1Y | +10.7% | +39.0% | -28.3% | +1.2% |
| All | +10.7% | +45.2% | -34.5% | +1.2% |
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 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