+9,741.5%
TER vs RGEN
+1,689.4%
+8,052.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.1% | +9.6% | +12.4% |
| 7D | -5.8% | +3.5% | -9.2% | -6.0% |
| 30D | -38.9% | +2.9% | -41.8% | -39.0% |
| 3M | -35.1% | +9.2% | -44.3% | -35.7% |
| 6M | -31.6% | +44.9% | -76.5% | -34.3% |
| YTD | +27.2% | +9.2% | +18.0% | +25.6% |
| 1Y | +35.2% | +25.3% | +9.9% | +31.8% |
| 3Y | +192.8% | +21.7% | +171.1% | +183.8% |
| 5Y | +72.4% | -34.5% | +106.9% | +74.1% |
| 10Y | +1,001.8% | +478.9% | +522.9% | +838.0% |
| All | +9,741.5% | +1,689.4% | +8,052.1% | +5,643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling