+63.3%
UL vs RGEN
+414.1%
-350.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -4.1% | -2.9% | -1.2% | -3.8% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | +6.0% | +25.9% | -20.0% | +3.8% |
| 6M | -5.5% | +35.2% | -40.7% | -8.2% |
| YTD | -3.3% | +0.5% | -3.8% | -3.9% |
| 1Y | -9.8% | +37.0% | -46.8% | -12.9% |
| 3Y | +20.1% | +2.0% | +18.1% | +16.4% |
| 5Y | +19.2% | -44.2% | +63.4% | +19.8% |
| All | +63.3% | +414.1% | -350.8% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling