-72.0%
S vs RGEN
-42.4%
-29.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -7.7% | -4.9% | -2.8% | -5.6% |
| 30D | -5.3% | +5.7% | -11.0% | -7.9% |
| 3M | +20.3% | +32.4% | -12.2% | +3.9% |
| 6M | +47.4% | +33.2% | +14.2% | +24.7% |
| YTD | +32.5% | +2.3% | +30.3% | +27.2% |
| 1Y | +9.5% | +39.0% | -29.5% | -11.0% |
| 3Y | +15.5% | -4.6% | +20.1% | +3.9% |
| All | -72.0% | -42.4% | -29.6% | -70.9% |
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