+7,210.0%
URI vs RGEN
+17,808.6%
-10,598.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.8% | +0.8% |
| 7D | -9.8% | -1.9% | -7.8% | -9.6% |
| 30D | +1.7% | +3.7% | -2.0% | +1.3% |
| 3M | -9.1% | +8.8% | -17.9% | -10.1% |
| 6M | +9.9% | +38.0% | -28.1% | +5.3% |
| YTD | +31.2% | +5.9% | +25.3% | +29.2% |
| 1Y | +25.9% | +19.7% | +6.3% | +22.2% |
| 3Y | +147.4% | +20.5% | +126.9% | +136.7% |
| 5Y | +179.7% | -35.0% | +214.7% | +179.7% |
| 10Y | +1,419.5% | +540.9% | +878.6% | +1,109.2% |
| All | +7,210.0% | +17,808.6% | -10,598.7% | +4,482.5% |
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