+420.8%
RSG vs RGEN
+415.7%
+5.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | 0.0% | -1.4% | +1.5% | +0.1% |
| 30D | +4.0% | -0.3% | +4.3% | +3.9% |
| 3M | +7.4% | +23.9% | -16.5% | +5.1% |
| 6M | +0.1% | +38.5% | -38.4% | -3.4% |
| YTD | +6.0% | +0.8% | +5.2% | +5.3% |
| 1Y | -3.0% | +38.2% | -41.2% | -6.8% |
| 3Y | +56.5% | +1.3% | +55.2% | +51.1% |
| 5Y | +90.9% | -44.0% | +134.9% | +92.0% |
| All | +420.8% | +415.7% | +5.1% | +281.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling