-80.3%
RUN vs RGEN
-44.3%
-36.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.4% |
| 7D | -1.8% | -4.6% | +2.8% | +0.9% |
| 30D | -10.8% | +1.2% | -12.0% | -11.6% |
| 3M | -30.2% | +26.8% | -57.0% | -40.3% |
| 6M | -22.3% | +29.1% | -51.4% | -35.7% |
| YTD | -52.2% | +0.7% | -52.9% | -53.7% |
| 1Y | -45.1% | +39.1% | -84.2% | -56.5% |
| 3Y | -37.1% | +2.2% | -39.3% | -43.5% |
| 5Y | -80.3% | -44.0% | -36.3% | -78.3% |
| All | -80.3% | -44.3% | -36.0% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling