-71.5%
U vs RGEN
-35.9%
-35.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.6% |
| 7D | +24.4% | -2.4% | +26.8% | +25.4% |
| 30D | +7.4% | +0.1% | +7.3% | +6.4% |
| 3M | +16.8% | +6.6% | +10.2% | +9.2% |
| 6M | +78.8% | +40.9% | +37.8% | +38.2% |
| YTD | +14.0% | +6.2% | +7.8% | +5.3% |
| 1Y | +16.7% | +19.4% | -2.7% | -0.1% |
| 3Y | +86.4% | +17.9% | +68.5% | +45.2% |
| 5Y | -71.5% | -34.0% | -37.4% | -71.5% |
| All | -71.5% | -35.9% | -35.6% | -71.5% |
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