+583.5%
RVMD vs RGEN
-44.2%
+627.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -3.6% | -2.9% | -0.7% | -2.6% |
| 30D | -1.1% | -0.1% | -1.0% | -1.3% |
| 3M | +41.0% | +25.9% | +15.1% | +28.7% |
| 6M | +105.7% | +35.2% | +70.5% | +82.5% |
| YTD | +155.3% | +0.5% | +154.8% | +148.5% |
| 1Y | +402.7% | +37.0% | +365.7% | +334.2% |
| 3Y | +533.1% | +2.0% | +531.1% | +467.2% |
| 5Y | +583.5% | -44.2% | +627.7% | +597.9% |
| All | +583.5% | -44.2% | +627.7% | +597.9% |
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