+310.1%
RL vs RGEN
+406.9%
-96.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | -12.2% | +2.8% | -15.0% | -12.9% |
| 3M | -6.6% | +34.5% | -41.1% | -13.0% |
| 6M | +3.2% | +40.5% | -37.3% | -5.2% |
| YTD | -1.3% | +2.8% | -4.1% | -3.2% |
| 1Y | +13.6% | +39.6% | -26.0% | +4.0% |
| 3Y | +210.9% | +4.4% | +206.5% | +191.6% |
| 5Y | +246.9% | -42.8% | +289.6% | +244.0% |
| 10Y | +310.1% | +406.7% | -96.6% | +140.7% |
| All | +310.1% | +406.9% | -96.8% | +140.7% |
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