+59.8%
SO vs RGEN
-42.4%
+102.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.7% |
| 7D | -0.2% | -4.9% | +4.8% | 0.0% |
| 30D | -4.6% | +5.7% | -10.3% | -4.7% |
| 3M | -3.0% | +32.4% | -35.5% | -3.8% |
| 6M | -8.3% | +33.2% | -41.4% | -9.1% |
| YTD | +3.5% | +2.3% | +1.2% | +3.4% |
| 1Y | -0.9% | +39.0% | -39.9% | -2.1% |
| 3Y | +45.4% | -4.6% | +50.0% | +44.3% |
| All | +59.8% | -42.4% | +102.2% | +55.3% |
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 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