-6.4%
T vs RGEN
+19.5%
-26.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.5% | -3.5% | +9.0% | +5.1% |
| 30D | -8.9% | -6.0% | -3.0% | -9.0% |
| 3M | -5.6% | +19.0% | -24.5% | -3.7% |
| 6M | -14.3% | +50.7% | -65.0% | -10.3% |
| YTD | -7.9% | +8.8% | -16.7% | -6.9% |
| 1Y | -6.4% | +21.3% | -27.7% | -6.7% |
| All | -6.4% | +19.5% | -26.0% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling