-5.7%
RMD vs RGEN
-35.9%
+30.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +3.1% | -2.4% | +5.5% | +3.5% |
| 30D | +1.8% | +0.1% | +1.7% | +1.7% |
| 3M | +6.7% | +6.6% | +0.1% | +5.1% |
| 6M | +13.9% | +40.9% | -27.0% | +5.9% |
| YTD | -2.0% | +6.2% | -8.2% | -4.5% |
| 1Y | -5.4% | +19.4% | -24.8% | -9.8% |
| 3Y | +67.4% | +17.9% | +49.5% | +53.3% |
| 5Y | -5.7% | -34.0% | +28.3% | -11.5% |
| All | -5.7% | -35.9% | +30.1% | -11.5% |
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 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