+304.8%
SPY vs RGEN
+457.6%
-152.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | -3.7% | +0.1% | -3.7% | -3.8% |
| 3M | -2.7% | +6.6% | -9.4% | -4.3% |
| 6M | +2.2% | +40.9% | -38.7% | -5.1% |
| YTD | +10.8% | +6.2% | +4.7% | +7.9% |
| 1Y | +11.2% | +19.4% | -8.2% | +5.8% |
| 3Y | +76.5% | +17.9% | +58.6% | +61.7% |
| 5Y | +72.9% | -34.0% | +107.0% | +68.5% |
| 10Y | +304.8% | +453.9% | -149.1% | +156.2% |
| All | +304.8% | +457.6% | -152.8% | +156.2% |
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