+8,438.8%
USB vs RGEN
+1,576.0%
+6,862.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +1.4% | -4.9% | +6.4% | +1.6% |
| 30D | -1.3% | +5.7% | -7.0% | -1.6% |
| 3M | +15.2% | +32.4% | -17.2% | +13.8% |
| 6M | +18.8% | +33.2% | -14.4% | +17.3% |
| YTD | +21.0% | +2.3% | +18.7% | +20.6% |
| 1Y | +34.0% | +39.0% | -5.0% | +31.9% |
| 3Y | +95.3% | -4.6% | +100.0% | +93.7% |
| 5Y | +40.4% | -42.7% | +83.1% | +40.5% |
| 10Y | +107.3% | +433.6% | -326.3% | +92.1% |
| All | +8,438.8% | +1,576.0% | +6,862.8% | +7,307.4% |
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