+263.4%
ROK vs RGEN
+415.2%
-151.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +7.1% | -3.3% | +10.4% | +7.8% |
| 30D | -5.0% | -5.8% | +0.9% | -3.7% |
| 3M | -9.4% | +0.2% | -9.6% | -9.9% |
| 6M | -11.0% | +56.8% | -67.8% | -20.5% |
| YTD | +4.4% | +2.4% | +2.0% | +2.1% |
| 1Y | +7.4% | +11.4% | -4.0% | +3.0% |
| 3Y | +61.0% | +15.2% | +45.8% | +47.5% |
| 5Y | +30.4% | -35.1% | +65.5% | +28.0% |
| All | +263.4% | +415.2% | -151.8% | +130.6% |
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 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