+31.3%
RMBS vs RGEN
+15.2%
+16.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | +10.3% | -3.3% | +13.6% | +11.8% |
| 30D | -10.7% | -5.8% | -4.9% | -8.1% |
| 3M | -17.2% | +0.2% | -17.4% | -17.4% |
| 6M | -39.0% | +56.8% | -95.8% | -50.8% |
| YTD | -10.5% | +2.4% | -12.9% | -13.2% |
| 1Y | -11.0% | +11.4% | -22.4% | -16.7% |
| 3Y | +31.3% | +15.2% | +16.2% | +10.5% |
| All | +31.3% | +15.2% | +16.1% | +10.5% |
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