+2,653.9%
UL vs RGEN
+1,576.0%
+1,077.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -1.3% | -4.9% | +3.6% | -1.2% |
| 30D | +0.5% | +5.7% | -5.2% | +0.3% |
| 3M | +17.6% | +32.4% | -14.8% | +16.7% |
| 6M | -5.4% | +33.2% | -38.6% | -6.2% |
| YTD | +0.7% | +2.3% | -1.6% | +0.5% |
| 1Y | -9.3% | +39.0% | -48.3% | -10.2% |
| 3Y | +24.5% | -4.6% | +29.2% | +23.6% |
| 5Y | +23.2% | -42.7% | +65.9% | +23.0% |
| 10Y | +64.5% | +433.6% | -369.1% | +55.4% |
| All | +2,653.9% | +1,576.0% | +1,077.9% | +2,178.3% |
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