-47.6%
S vs RGEN
-18.3%
-29.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.5% | -2.7% | -4.7% |
| 7D | +4.1% | -1.2% | +5.2% | +4.7% |
| 30D | -7.2% | -5.1% | -2.1% | -4.8% |
| 3M | 0.0% | +0.5% | -0.5% | -1.1% |
| 6M | +41.6% | +46.6% | -5.0% | +15.3% |
| YTD | +48.6% | +1.6% | +47.0% | +42.2% |
| 1Y | +30.0% | +5.4% | +24.7% | +22.0% |
| 3Y | +42.2% | +12.8% | +29.3% | +15.6% |
| 5Y | -70.8% | -35.6% | -35.2% | -70.4% |
| All | -47.6% | -18.3% | -29.2% | -45.5% |
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