-17.4%
RMBS vs RGEN
+19.5%
-36.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -5.9% | -6.0% |
| 7D | -8.9% | -3.5% | -5.4% | -7.9% |
| 30D | -24.8% | -6.0% | -18.9% | -23.7% |
| 3M | -17.6% | +19.0% | -36.5% | -21.3% |
| 6M | -25.7% | +50.7% | -76.4% | -37.1% |
| YTD | -9.8% | +8.8% | -18.5% | -5.4% |
| 1Y | -17.4% | +21.3% | -38.6% | -17.0% |
| All | -17.4% | +19.5% | -36.9% | -17.0% |
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