+987.3%
RMBS vs RGEN
+13,323.2%
-12,335.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.3% |
| 7D | +10.3% | -3.3% | +13.6% | +10.8% |
| 30D | -10.7% | -5.8% | -4.9% | -9.8% |
| 3M | -17.2% | +0.2% | -17.4% | -17.2% |
| 6M | -39.0% | +56.8% | -95.8% | -42.8% |
| YTD | -10.5% | +2.4% | -12.9% | -11.4% |
| 1Y | -11.0% | +11.4% | -22.4% | -12.7% |
| 3Y | +31.3% | +15.2% | +16.2% | +27.1% |
| 5Y | +242.8% | -35.1% | +277.9% | +247.5% |
| 10Y | +536.9% | +419.6% | +117.3% | +415.0% |
| All | +987.3% | +13,323.2% | -12,335.9% | +443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling