-0.5%
ROL vs RGEN
-42.4%
+41.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.4% | -4.9% | +3.5% | -1.0% |
| 30D | -4.1% | +5.7% | -9.8% | -4.7% |
| 3M | -22.5% | +32.4% | -54.9% | -25.0% |
| 6M | -37.7% | +33.2% | -70.8% | -39.9% |
| YTD | -39.6% | +2.3% | -41.9% | -40.1% |
| 1Y | -36.0% | +39.0% | -75.0% | -38.9% |
| 3Y | -5.1% | -4.6% | -0.5% | -7.6% |
| All | -0.5% | -42.4% | +41.9% | -4.0% |
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 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