+43,271.5%
RMD vs RGEN
+7,155.8%
+36,115.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.1% | -3.3% | +5.4% | +2.3% |
| 30D | +2.1% | -5.8% | +7.9% | +2.5% |
| 3M | +6.2% | +0.2% | +6.1% | +6.1% |
| 6M | +19.4% | +56.8% | -37.4% | +15.6% |
| YTD | +0.5% | +2.4% | -1.9% | -0.1% |
| 1Y | -3.9% | +11.4% | -15.4% | -5.1% |
| 3Y | +72.5% | +15.2% | +57.4% | +68.1% |
| 5Y | -1.5% | -35.1% | +33.6% | -1.9% |
| 10Y | +345.8% | +419.6% | -73.9% | +296.5% |
| All | +43,271.5% | +7,155.8% | +36,115.7% | +33,297.3% |
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