-37.8%
U vs RGEN
+13.0%
-50.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.7% |
| 7D | +4.4% | -4.6% | +8.9% | +7.2% |
| 30D | -1.3% | +1.2% | -2.5% | -2.5% |
| 3M | +49.6% | +26.8% | +22.7% | +27.5% |
| 6M | +100.2% | +29.1% | +71.1% | +65.8% |
| YTD | -3.7% | +0.7% | -4.4% | -6.0% |
| 1Y | -6.5% | +39.1% | -45.6% | -26.6% |
| 3Y | +12.9% | +2.2% | +10.6% | -1.8% |
| 5Y | -68.3% | -44.0% | -24.3% | -63.5% |
| All | -37.8% | +13.0% | -50.7% | -53.1% |
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