+89.5%
RSG vs RGEN
-44.2%
+133.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.6% |
| 30D | +2.8% | -0.1% | +2.8% | +2.7% |
| 3M | +4.3% | +25.9% | -21.6% | +2.8% |
| 6M | -0.5% | +35.2% | -35.7% | -2.6% |
| YTD | +5.2% | +0.5% | +4.7% | +5.0% |
| 1Y | -2.1% | +37.0% | -39.1% | -4.5% |
| 3Y | +56.5% | +2.0% | +54.5% | +53.1% |
| 5Y | +89.5% | -44.2% | +133.7% | +84.0% |
| All | +89.5% | -44.2% | +133.7% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling