-27.4%
U vs RGEN
+18.1%
-45.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +16.9% | -3.1% | +20.1% | +18.4% |
| 30D | +6.4% | +0.1% | +6.3% | +5.4% |
| 3M | +13.2% | +4.8% | +8.4% | +7.0% |
| 6M | +84.8% | +48.9% | +35.9% | +39.0% |
| YTD | +12.4% | +5.3% | +7.1% | +4.4% |
| 1Y | +19.8% | +12.5% | +7.3% | +6.8% |
| 3Y | +83.8% | +17.0% | +66.8% | +45.4% |
| 5Y | -72.7% | -35.4% | -37.4% | -71.5% |
| All | -27.4% | +18.1% | -45.5% | -47.9% |
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