+71.1%
RUN vs RGEN
+411.3%
-340.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.5% | -2.5% | -4.3% |
| 7D | -13.7% | -1.2% | -12.5% | -13.1% |
| 30D | +9.4% | -5.1% | +14.4% | +11.5% |
| 3M | -13.4% | +0.5% | -13.9% | -15.3% |
| 6M | -39.6% | +46.6% | -86.2% | -52.3% |
| YTD | -53.7% | +1.6% | -55.3% | -56.0% |
| 1Y | -56.2% | +5.4% | -61.6% | -59.1% |
| 3Y | -9.7% | +12.8% | -22.6% | -22.2% |
| 5Y | -85.5% | -35.6% | -49.9% | -84.5% |
| All | +71.1% | +411.3% | -340.2% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling