+244.0%
RL vs RGEN
-42.4%
+286.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 3M | -4.0% | +32.4% | -36.4% | -11.2% |
| 6M | -1.9% | +33.2% | -35.1% | -9.9% |
| YTD | -0.2% | +2.3% | -2.4% | -2.3% |
| 1Y | +10.7% | +39.0% | -28.3% | -0.1% |
| 3Y | +210.8% | -4.6% | +215.4% | +195.1% |
| All | +244.0% | -42.4% | +286.4% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling