+2,751.2%
UL vs RGEN
+1,639.8%
+1,111.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | +2.6% | -2.4% | +5.0% | +2.6% |
| 30D | +6.8% | +0.1% | +6.7% | +6.7% |
| 3M | +5.7% | +6.6% | -0.9% | +5.5% |
| 6M | +15.9% | +40.9% | -25.0% | +14.7% |
| YTD | +4.3% | +6.2% | -1.9% | +3.8% |
| 1Y | -0.4% | +19.4% | -19.9% | -1.1% |
| 3Y | +35.0% | +17.9% | +17.0% | +33.3% |
| 5Y | +31.6% | -34.0% | +65.6% | +30.9% |
| 10Y | +104.6% | +453.9% | -349.3% | +93.0% |
| All | +2,751.2% | +1,639.8% | +1,111.4% | +2,254.9% |
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