-48.8%
SE vs RGEN
+19.5%
-68.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +6.7% | -3.5% | +10.2% | +7.5% |
| 30D | -17.2% | -6.0% | -11.2% | -16.2% |
| 3M | -28.0% | +19.0% | -47.0% | -31.6% |
| 6M | -6.1% | +50.7% | -56.9% | -16.7% |
| YTD | -37.1% | +8.8% | -45.9% | -39.9% |
| 1Y | -48.8% | +21.3% | -70.0% | -51.2% |
| All | -48.8% | +19.5% | -68.3% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling