+10.6%
ROP vs RGEN
+19.5%
-8.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +11.7% | -3.5% | +15.2% | +11.9% |
| 30D | +35.5% | -6.0% | +41.4% | +35.9% |
| 3M | +25.6% | +19.0% | +6.7% | +22.6% |
| 6M | +39.3% | +50.7% | -11.5% | +31.9% |
| YTD | +11.6% | +8.8% | +2.9% | +8.8% |
| 1Y | +10.6% | +21.3% | -10.7% | +5.9% |
| All | +10.6% | +19.5% | -8.9% | +5.9% |
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