+86.4%
U vs RGEN
+18.4%
+68.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.9% |
| 7D | +24.4% | -2.4% | +26.8% | +25.2% |
| 30D | +7.4% | +0.1% | +7.3% | +6.7% |
| 3M | +16.8% | +6.6% | +10.2% | +10.5% |
| 6M | +78.8% | +40.9% | +37.8% | +44.3% |
| YTD | +14.0% | +6.2% | +7.8% | +7.3% |
| 1Y | +16.7% | +19.4% | -2.7% | +3.4% |
| 3Y | +86.4% | +17.9% | +68.5% | +48.6% |
| All | +86.4% | +18.4% | +68.0% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling