+107.5%
UL vs RGEN
+411.3%
-303.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.7% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +5.7% | -5.1% | +10.7% | +6.0% |
| 3M | +7.0% | +0.5% | +6.5% | +6.6% |
| 6M | +16.1% | +46.6% | -30.5% | +11.8% |
| YTD | +3.6% | +1.6% | +2.0% | +2.5% |
| 1Y | -1.4% | +5.4% | -6.8% | -2.7% |
| 3Y | +34.1% | +12.8% | +21.2% | +28.5% |
| 5Y | +32.0% | -35.6% | +67.6% | +30.4% |
| All | +107.5% | +411.3% | -303.7% | +47.6% |
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