-44.9%
S vs RGEN
-14.7%
-30.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.9% |
| 7D | +1.4% | -2.4% | +3.8% | +2.7% |
| 30D | -10.8% | +0.1% | -10.9% | -10.8% |
| 3M | +5.4% | +6.6% | -1.2% | +1.4% |
| 6M | +41.2% | +40.9% | +0.3% | +17.1% |
| YTD | +56.2% | +6.2% | +50.0% | +46.4% |
| 1Y | +36.3% | +19.4% | +16.9% | +20.3% |
| 3Y | +49.4% | +17.9% | +31.5% | +19.1% |
| 5Y | -66.9% | -34.0% | -32.8% | -66.9% |
| All | -44.9% | -14.7% | -30.2% | -43.9% |
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 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