+252.8%
SPOT vs RGEN
+366.1%
-113.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.1% | -1.4% | -1.6% | -2.7% |
| 30D | +7.4% | -0.3% | +7.7% | +7.2% |
| 3M | +8.2% | +23.9% | -15.7% | +0.8% |
| 6M | +2.2% | +38.5% | -36.3% | -8.7% |
| YTD | -9.5% | +0.8% | -10.3% | -11.5% |
| 1Y | -23.8% | +38.2% | -62.1% | -33.0% |
| 3Y | +233.5% | +1.3% | +232.2% | +201.4% |
| 5Y | +112.2% | -44.0% | +156.2% | +119.1% |
| All | +252.8% | +366.1% | -113.3% | +83.8% |
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 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