+568.6%
SE vs RGEN
+341.5%
+227.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.1% |
| 7D | -3.6% | -4.6% | +0.9% | -1.6% |
| 30D | -5.3% | +1.2% | -6.5% | -6.1% |
| 3M | +28.1% | +26.8% | +1.3% | +13.3% |
| 6M | +20.7% | +29.1% | -8.4% | +4.3% |
| YTD | -14.8% | +0.7% | -15.5% | -17.4% |
| 1Y | -43.6% | +39.1% | -82.6% | -54.0% |
| 3Y | +184.2% | +2.2% | +182.0% | +135.5% |
| 5Y | -66.3% | -44.0% | -22.3% | -63.4% |
| All | +568.6% | +341.5% | +227.0% | +219.3% |
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