+234.1%
TER vs RGEN
+37.5%
+196.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.8% |
| 7D | +12.4% | -4.6% | +16.9% | +14.0% |
| 30D | +5.1% | +1.2% | +4.0% | +4.7% |
| 3M | +4.0% | +26.8% | -22.9% | -6.6% |
| 6M | +29.5% | +29.1% | +0.5% | +13.4% |
| YTD | +98.5% | +0.7% | +97.7% | +93.7% |
| 1Y | +234.1% | +39.1% | +195.0% | +178.4% |
| All | +234.1% | +37.5% | +196.6% | +178.4% |
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 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