+9,562.4%
ROL vs RGEN
+1,634.9%
+7,927.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.2% |
| 7D | +9.5% | -1.9% | +11.4% | +9.6% |
| 30D | +22.9% | +3.7% | +19.2% | +22.7% |
| 3M | +3.5% | +8.8% | -5.3% | +3.0% |
| 6M | -29.4% | +38.0% | -67.3% | -30.6% |
| YTD | -36.1% | +5.9% | -41.9% | -36.5% |
| 1Y | -34.4% | +19.7% | -54.0% | -35.2% |
| 3Y | +4.0% | +20.5% | -16.5% | +1.7% |
| 5Y | +13.2% | -35.0% | +48.2% | +12.5% |
| 10Y | +219.7% | +540.9% | -321.2% | +189.4% |
| All | +9,562.4% | +1,634.9% | +7,927.5% | +7,385.6% |
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