+124.2%
RNG vs RGEN
+2.1%
+122.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -4.1% | -4.6% | +0.5% | -2.9% |
| 30D | +8.6% | +1.2% | +7.5% | +8.0% |
| 3M | +78.0% | +26.8% | +51.1% | +64.4% |
| 6M | +67.0% | +29.1% | +38.0% | +52.5% |
| YTD | +142.4% | +0.7% | +141.7% | +137.5% |
| 1Y | +120.4% | +39.1% | +81.4% | +93.7% |
| All | +124.2% | +2.1% | +122.1% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling