+319.7%
SPY vs RGEN
+402.3%
-82.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -0.4% | -4.6% | +4.2% | +0.5% |
| 30D | -1.4% | +1.2% | -2.5% | -1.7% |
| 3M | +3.7% | +26.8% | -23.1% | -1.2% |
| 6M | +13.0% | +29.1% | -16.1% | +6.7% |
| YTD | +12.4% | +0.7% | +11.7% | +10.8% |
| 1Y | +18.5% | +39.1% | -20.5% | +9.6% |
| 3Y | +77.6% | +2.2% | +75.4% | +66.9% |
| 5Y | +81.7% | -44.0% | +125.7% | +82.7% |
| 10Y | +319.7% | +412.7% | -93.1% | +169.4% |
| All | +319.7% | +402.3% | -82.6% | +169.4% |
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