-22.2%
RMD vs RGEN
-42.7%
+20.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | +4.6% | +2.8% | +1.8% | +4.0% |
| 3M | +14.8% | +34.5% | -19.7% | +8.2% |
| 6M | -12.1% | +40.5% | -52.5% | -18.2% |
| YTD | -7.5% | +2.8% | -10.3% | -9.0% |
| 1Y | -20.1% | +39.6% | -59.7% | -26.0% |
| 3Y | +53.9% | +4.4% | +49.5% | +44.3% |
| 5Y | -22.2% | -42.8% | +20.5% | -24.0% |
| All | -22.2% | -42.7% | +20.5% | -24.0% |
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 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