-7.7%
RUN vs RGEN
+14.3%
-22.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.4% |
| 3M | -13.4% | +0.5% | -13.9% | -15.5% |
| 6M | -39.6% | +46.6% | -86.2% | -53.0% |
| YTD | -53.7% | +1.6% | -55.3% | -56.0% |
| 1Y | -56.2% | +5.4% | -61.6% | -59.2% |
| All | -7.7% | +14.3% | -22.0% | -30.6% |
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 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