+91.7%
USB vs RGEN
+527.2%
-435.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.9% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | +5.8% | +3.7% | +2.1% | +5.1% |
| 3M | -6.0% | +8.8% | -14.8% | -7.6% |
| 6M | +7.8% | +38.0% | -30.2% | +1.7% |
| YTD | +14.6% | +5.9% | +8.7% | +12.1% |
| 1Y | +31.8% | +19.7% | +12.1% | +26.5% |
| 3Y | +91.5% | +20.5% | +71.0% | +78.9% |
| 5Y | +22.0% | -35.0% | +57.0% | +18.7% |
| All | +91.7% | +527.2% | -435.5% | +23.5% |
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 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