-68.0%
U vs RGEN
-42.7%
-25.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.3% |
| 7D | +4.5% | -0.9% | +5.3% | +4.9% |
| 30D | -0.6% | +2.8% | -3.4% | -2.7% |
| 3M | +48.4% | +34.5% | +14.0% | +21.9% |
| 6M | +115.4% | +40.5% | +74.9% | +69.3% |
| YTD | -3.2% | +2.8% | -6.1% | -6.6% |
| 1Y | -6.0% | +39.6% | -45.7% | -26.6% |
| 3Y | +13.5% | +4.4% | +9.1% | -2.6% |
| 5Y | -68.0% | -42.8% | -25.3% | -63.9% |
| All | -68.0% | -42.7% | -25.3% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling