+249.3%
RL vs RGEN
+15.2%
+234.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.3% |
| 7D | +2.6% | -3.3% | +5.9% | +3.5% |
| 30D | +2.9% | -5.8% | +8.8% | +4.5% |
| 3M | 0.0% | +0.2% | -0.2% | -0.8% |
| 6M | +17.1% | +56.8% | -39.7% | +1.7% |
| YTD | +10.1% | +2.4% | +7.7% | +6.9% |
| 1Y | +17.3% | +11.4% | +5.9% | +11.2% |
| 3Y | +249.3% | +15.2% | +234.2% | +205.8% |
| All | +249.3% | +15.2% | +234.1% | +205.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling