-44.7%
S vs RGEN
-12.2%
-32.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.9% | +6.6% |
| 7D | +1.6% | +3.5% | -1.9% | +0.2% |
| 30D | -10.5% | +2.9% | -13.4% | -11.5% |
| 3M | +9.9% | +9.2% | +0.7% | +4.7% |
| 6M | +41.8% | +44.9% | -3.2% | +16.1% |
| YTD | +56.8% | +9.2% | +47.6% | +45.2% |
| 1Y | +39.0% | +25.3% | +13.7% | +20.0% |
| 3Y | +53.8% | +21.7% | +32.1% | +20.8% |
| 5Y | -68.6% | -34.5% | -34.1% | -68.6% |
| All | -44.7% | -12.2% | -32.4% | -44.3% |
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 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