-67.0%
SE vs RGEN
-42.7%
-24.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | -0.1% | +2.8% | -2.9% | -1.6% |
| 3M | +34.1% | +34.5% | -0.3% | +16.1% |
| 6M | +23.2% | +40.5% | -17.2% | +3.0% |
| YTD | -11.2% | +2.8% | -14.0% | -14.5% |
| 1Y | -40.5% | +39.6% | -80.2% | -51.2% |
| 3Y | +196.3% | +4.4% | +191.9% | +144.6% |
| 5Y | -67.0% | -42.8% | -24.3% | -66.0% |
| All | -67.0% | -42.7% | -24.3% | -66.0% |
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