+202.8%
TER vs RGEN
-42.4%
+245.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +0.6% | -4.9% | +5.5% | +2.4% |
| 30D | -8.3% | +5.7% | -14.0% | -10.2% |
| 3M | -12.2% | +32.4% | -44.7% | -22.1% |
| 6M | +17.1% | +33.2% | -16.1% | +3.2% |
| YTD | +84.7% | +2.3% | +82.4% | +79.0% |
| 1Y | +199.9% | +39.0% | +160.9% | +159.1% |
| 3Y | +232.8% | -4.6% | +237.4% | +211.0% |
| All | +202.8% | -42.4% | +245.3% | +204.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling