+58.8%
T vs RGEN
+457.6%
-398.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.7% |
| 7D | +2.6% | -2.4% | +5.0% | +2.6% |
| 30D | -1.1% | +0.1% | -1.1% | -1.1% |
| 3M | -7.7% | +6.6% | -14.4% | -8.1% |
| 6M | -10.6% | +40.9% | -51.6% | -12.0% |
| YTD | -7.5% | +6.2% | -13.6% | -7.9% |
| 1Y | -7.4% | +19.4% | -26.9% | -8.4% |
| 3Y | +63.1% | +17.9% | +45.2% | +58.9% |
| 5Y | +55.2% | -34.0% | +89.2% | +54.6% |
| 10Y | +58.8% | +453.9% | -395.1% | +26.0% |
| All | +58.8% | +457.6% | -398.8% | +26.0% |
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