+65.1%
RSP vs RGEN
+15.2%
+50.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.4% | -3.3% | +5.7% | +2.8% |
| 30D | +4.3% | -5.8% | +10.1% | +5.1% |
| 3M | -0.3% | +0.2% | -0.5% | -0.8% |
| 6M | +9.8% | +56.8% | -46.9% | +1.6% |
| YTD | +16.8% | +2.4% | +14.4% | +15.0% |
| 1Y | +19.5% | +11.4% | +8.1% | +16.0% |
| 3Y | +65.1% | +15.2% | +50.0% | +52.8% |
| All | +65.1% | +15.2% | +50.0% | +52.8% |
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