-9.3%
UL vs RGEN
+45.2%
-54.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -1.3% | -4.9% | +3.6% | -1.0% |
| 30D | +0.5% | +5.7% | -5.2% | 0.0% |
| 3M | +17.6% | +32.4% | -14.8% | +15.3% |
| 6M | -5.4% | +33.2% | -38.6% | -7.2% |
| YTD | +0.7% | +2.3% | -1.6% | -1.7% |
| 1Y | -9.3% | +39.0% | -48.3% | -10.7% |
| All | -9.3% | +45.2% | -54.5% | -10.7% |
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