+208.2%
ROL vs RGEN
+402.3%
-194.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -3.3% | -4.6% | +1.3% | -2.6% |
| 30D | -7.2% | +1.2% | -8.4% | -7.5% |
| 3M | -27.0% | +26.8% | -53.8% | -29.8% |
| 6M | -39.5% | +29.1% | -68.6% | -42.3% |
| YTD | -41.8% | +0.7% | -42.5% | -42.5% |
| 1Y | -38.9% | +39.1% | -77.9% | -42.8% |
| 3Y | -0.4% | +2.2% | -2.6% | -6.0% |
| 5Y | -4.2% | -44.0% | +39.8% | -3.2% |
| 10Y | +208.2% | +412.7% | -204.5% | +102.0% |
| All | +208.2% | +402.3% | -194.1% | +102.0% |
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