-1.4%
UL vs RGEN
+9.1%
-10.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.6% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +5.7% | -5.1% | +10.7% | +5.8% |
| 3M | +7.0% | +0.5% | +6.5% | +6.2% |
| 6M | +16.1% | +46.6% | -30.5% | +11.8% |
| YTD | +3.6% | +1.6% | +2.0% | +0.6% |
| 1Y | -1.4% | +5.4% | -6.8% | -5.2% |
| All | -1.4% | +9.1% | -10.5% | -5.2% |
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