-6.5%
U vs RGEN
+37.5%
-44.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | +4.4% | -4.6% | +8.9% | +6.1% |
| 30D | -1.3% | +1.2% | -2.5% | -2.1% |
| 3M | +49.6% | +26.8% | +22.7% | +34.8% |
| 6M | +100.2% | +29.1% | +71.1% | +77.5% |
| YTD | -3.7% | +0.7% | -4.4% | -5.1% |
| 1Y | -6.5% | +39.1% | -45.6% | -0.6% |
| All | -6.5% | +37.5% | -44.0% | -0.6% |
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