-46.5%
RUN vs RGEN
+38.7%
-85.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.0% |
| 30D | -13.0% | -0.3% | -12.7% | -13.0% |
| 3M | -31.8% | +23.9% | -55.7% | -38.9% |
| 6M | -32.2% | +38.5% | -70.8% | -44.3% |
| YTD | -53.5% | +0.8% | -54.3% | -54.1% |
| 1Y | -46.5% | +38.2% | -84.7% | -50.6% |
| All | -46.5% | +38.7% | -85.2% | -50.6% |
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