+1,127.7%
RSP vs RGEN
+2,643.0%
-1,515.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -0.8% | -4.9% | +4.2% | -0.2% |
| 30D | -0.3% | +5.7% | -6.0% | -1.1% |
| 3M | +4.3% | +32.4% | -28.2% | +0.5% |
| 6M | +8.8% | +33.2% | -24.4% | +4.4% |
| YTD | +15.3% | +2.3% | +13.0% | +14.0% |
| 1Y | +18.3% | +39.0% | -20.7% | +12.4% |
| 3Y | +52.8% | -4.6% | +57.4% | +48.2% |
| 5Y | +51.7% | -42.7% | +94.4% | +51.8% |
| 10Y | +208.5% | +433.6% | -225.1% | +136.4% |
| All | +1,127.7% | +2,643.0% | -1,515.3% | +614.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling