-53.9%
RUN vs RGEN
+19.5%
-73.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +18.5% | -3.5% | +22.0% | +20.0% |
| 30D | +15.5% | -6.0% | +21.5% | +17.7% |
| 3M | -20.3% | +19.0% | -39.3% | -27.5% |
| 6M | -30.8% | +50.7% | -81.5% | -45.2% |
| YTD | -52.2% | +8.8% | -61.0% | -53.2% |
| 1Y | -53.9% | +21.3% | -75.2% | -59.6% |
| All | -53.9% | +19.5% | -73.4% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling