-34.1%
RUN vs RGEN
-0.1%
-34.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.4% |
| 7D | +10.2% | -0.9% | +11.0% | +10.7% |
| 30D | -9.6% | +2.8% | -12.4% | -11.1% |
| 3M | -31.5% | +34.5% | -66.0% | -42.8% |
| 6M | -18.7% | +40.5% | -59.1% | -35.3% |
| YTD | -49.9% | +2.8% | -52.7% | -51.7% |
| 1Y | -45.5% | +39.6% | -85.1% | -56.2% |
| 3Y | -34.1% | +4.4% | -38.5% | -34.4% |
| All | -34.1% | -0.1% | -34.0% | -34.4% |
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 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