-38.9%
ROL vs RGEN
+37.5%
-76.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -3.3% | -4.6% | +1.3% | -3.1% |
| 30D | -7.2% | +1.2% | -8.4% | -7.4% |
| 3M | -27.0% | +26.8% | -53.8% | -27.7% |
| 6M | -39.5% | +29.1% | -68.6% | -40.3% |
| YTD | -41.8% | +0.7% | -42.5% | -42.1% |
| 1Y | -38.9% | +39.1% | -77.9% | -38.5% |
| All | -38.9% | +37.5% | -76.4% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling