+55.3%
RSG vs RGEN
+1.9%
+53.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.7% |
| 30D | +2.8% | -0.1% | +2.8% | +2.8% |
| 3M | +4.3% | +25.9% | -21.6% | +3.6% |
| 6M | -0.5% | +35.2% | -35.7% | -1.4% |
| YTD | +5.2% | +0.5% | +4.7% | +5.4% |
| 1Y | -2.1% | +37.0% | -39.1% | -3.1% |
| All | +55.3% | +1.9% | +53.5% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling