-54.3%
S vs RGEN
-17.3%
-37.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.5% |
| 7D | -5.8% | -0.9% | -4.9% | -5.5% |
| 30D | -9.2% | +2.8% | -12.0% | -10.6% |
| 3M | +23.4% | +34.5% | -11.1% | +5.9% |
| 6M | +36.9% | +40.5% | -3.5% | +13.1% |
| YTD | +29.5% | +2.8% | +26.7% | +24.0% |
| 1Y | +5.4% | +39.6% | -34.2% | -14.4% |
| 3Y | +14.7% | +4.4% | +10.3% | -2.4% |
| 5Y | -71.5% | -42.8% | -28.8% | -69.8% |
| All | -54.3% | -17.3% | -37.0% | -52.4% |
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