-68.0%
RNG vs RGEN
-44.1%
-23.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | -4.1% | -4.6% | +0.5% | -2.2% |
| 30D | +8.6% | +1.2% | +7.5% | +7.7% |
| 3M | +78.0% | +26.8% | +51.1% | +57.4% |
| 6M | +67.0% | +29.1% | +38.0% | +45.1% |
| YTD | +142.4% | +0.7% | +141.7% | +134.1% |
| 1Y | +120.4% | +39.1% | +81.4% | +80.4% |
| 3Y | +122.1% | +2.2% | +119.9% | +90.6% |
| All | -68.0% | -44.1% | -23.9% | -68.6% |
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