+215.0%
RNG vs RGEN
+415.7%
-200.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.1% | -1.4% | -4.6% | -5.5% |
| 30D | +9.6% | -0.3% | +9.9% | +9.3% |
| 3M | +83.3% | +23.9% | +59.4% | +63.6% |
| 6M | +77.9% | +38.5% | +39.4% | +49.4% |
| YTD | +139.9% | +0.8% | +139.1% | +131.0% |
| 1Y | +121.7% | +38.2% | +83.4% | +81.9% |
| 3Y | +121.9% | +1.3% | +120.6% | +91.0% |
| 5Y | -68.4% | -44.0% | -24.3% | -65.9% |
| All | +215.0% | +415.7% | -200.8% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling