+9,745.6%
ROL vs RGEN
+1,626.2%
+8,119.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.8% | -3.1% | +3.9% | +0.9% |
| 30D | +20.6% | +0.1% | +20.5% | +20.5% |
| 3M | +4.5% | +4.8% | -0.3% | +4.1% |
| 6M | -26.5% | +48.9% | -75.4% | -28.0% |
| YTD | -34.8% | +5.3% | -40.2% | -35.3% |
| 1Y | -33.2% | +12.5% | -45.7% | -33.8% |
| 3Y | +4.5% | +17.0% | -12.5% | +2.3% |
| 5Y | +15.5% | -35.4% | +50.9% | +14.8% |
| 10Y | +217.2% | +434.6% | -217.4% | +189.0% |
| All | +9,745.6% | +1,626.2% | +8,119.4% | +7,529.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling