+42,172.8%
RMD vs RGEN
+7,423.5%
+34,749.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +3.1% | -2.4% | +5.5% | +3.2% |
| 30D | +1.8% | +0.1% | +1.7% | +1.7% |
| 3M | +6.7% | +6.6% | +0.1% | +6.1% |
| 6M | +13.9% | +40.9% | -27.0% | +11.1% |
| YTD | -2.0% | +6.2% | -8.2% | -2.8% |
| 1Y | -5.4% | +19.4% | -24.8% | -6.9% |
| 3Y | +67.4% | +17.9% | +49.5% | +62.9% |
| 5Y | -5.7% | -34.0% | +28.3% | -6.2% |
| 10Y | +338.4% | +453.9% | -115.5% | +288.5% |
| All | +42,172.8% | +7,423.5% | +34,749.3% | +32,376.5% |
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