+47.0%
ROK vs RGEN
-44.3%
+91.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +0.2% | -4.6% | +4.7% | +1.2% |
| 30D | -1.8% | +1.2% | -3.0% | -2.2% |
| 3M | -7.2% | +26.8% | -34.0% | -13.0% |
| 6M | +14.2% | +29.1% | -14.9% | +5.9% |
| YTD | +10.6% | +0.7% | +9.8% | +8.8% |
| 1Y | +25.9% | +39.1% | -13.2% | +14.1% |
| 3Y | +50.8% | +2.2% | +48.5% | +41.1% |
| 5Y | +47.0% | -44.0% | +91.0% | +40.1% |
| All | +47.0% | -44.3% | +91.3% | +40.1% |
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