-39.0%
U vs RGEN
+14.7%
-53.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -3.8% | -4.9% | +1.1% | -1.2% |
| 30D | +17.5% | +5.7% | +11.8% | +13.3% |
| 3M | +38.7% | +32.4% | +6.3% | +15.1% |
| 6M | +104.4% | +33.2% | +71.2% | +66.3% |
| YTD | -5.7% | +2.3% | -8.0% | -8.7% |
| 1Y | +3.7% | +39.0% | -35.3% | -18.5% |
| 3Y | +12.3% | -4.6% | +17.0% | +2.3% |
| 5Y | -68.8% | -42.7% | -26.1% | -64.6% |
| All | -39.0% | +14.7% | -53.8% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling