+589.4%
SE vs RGEN
+348.4%
+241.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -6.1% | -4.9% | -1.2% | -4.1% |
| 30D | -2.5% | +5.7% | -8.1% | -5.2% |
| 3M | +21.7% | +32.4% | -10.7% | +5.5% |
| 6M | +27.0% | +33.2% | -6.2% | +8.0% |
| YTD | -12.1% | +2.3% | -14.4% | -15.5% |
| 1Y | -40.9% | +39.0% | -79.9% | -51.8% |
| 3Y | +191.0% | -4.6% | +195.6% | +151.5% |
| 5Y | -68.3% | -42.7% | -25.6% | -66.0% |
| All | +589.4% | +348.4% | +241.0% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling