+287.7%
RNG vs RGEN
+1,402.0%
-1,114.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +11.4% | +2.8% | +8.6% | +9.9% |
| 3M | +72.1% | +34.5% | +37.6% | +50.9% |
| 6M | +67.9% | +40.5% | +27.5% | +43.6% |
| YTD | +144.3% | +2.8% | +141.5% | +134.8% |
| 1Y | +117.5% | +39.6% | +77.9% | +83.1% |
| 3Y | +123.9% | +4.4% | +119.5% | +96.2% |
| 5Y | -70.1% | -42.8% | -27.3% | -68.3% |
| 10Y | +215.9% | +406.7% | -190.8% | +71.0% |
| All | +287.7% | +1,402.0% | -1,114.3% | +67.7% |
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