+372.3%
SE vs RGEN
+365.4%
+6.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.2% |
| 7D | 0.0% | -2.4% | +2.4% | +1.2% |
| 30D | -19.4% | +0.1% | -19.4% | -19.6% |
| 3M | -33.1% | +6.6% | -39.7% | -35.9% |
| 6M | -11.4% | +40.9% | -52.4% | -26.7% |
| YTD | -39.8% | +6.2% | -46.0% | -43.7% |
| 1Y | -50.5% | +19.4% | -69.9% | -56.4% |
| 3Y | +68.9% | +17.9% | +51.0% | +30.9% |
| 5Y | -77.1% | -34.0% | -43.1% | -77.1% |
| All | +372.3% | +365.4% | +6.9% | +117.9% |
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