-17.5%
RUN vs RGEN
+368.2%
-385.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.1% |
| 7D | +1.3% | -4.9% | +6.2% | +3.5% |
| 30D | -15.3% | +5.7% | -20.9% | -17.4% |
| 3M | -40.0% | +32.4% | -72.5% | -47.9% |
| 6M | -27.0% | +33.2% | -60.1% | -37.8% |
| YTD | -51.7% | +2.3% | -54.0% | -53.1% |
| 1Y | -45.9% | +39.0% | -84.9% | -54.5% |
| 3Y | -43.8% | -4.6% | -39.1% | -45.9% |
| 5Y | -80.5% | -42.7% | -37.8% | -78.2% |
| 10Y | +45.3% | +433.6% | -388.3% | -1.7% |
| All | -17.5% | +368.2% | -385.6% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling