+605.1%
RVMD vs RGEN
+55.2%
+549.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | -1.4% | -1.5% | -2.5% |
| 30D | -0.7% | -0.3% | -0.4% | -0.9% |
| 3M | +36.5% | +23.9% | +12.7% | +25.6% |
| 6M | +104.6% | +38.5% | +66.1% | +80.8% |
| YTD | +155.8% | +0.8% | +155.0% | +149.0% |
| 1Y | +340.7% | +38.2% | +302.5% | +281.7% |
| 3Y | +519.9% | +1.3% | +518.6% | +460.0% |
| 5Y | +584.9% | -44.0% | +629.0% | +605.2% |
| All | +605.1% | +55.2% | +549.9% | +445.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling