+3,310.4%
V vs RGEN
+3,870.0%
-559.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.5% |
| 7D | +2.2% | -1.9% | +4.1% | +2.5% |
| 30D | +13.6% | +3.7% | +9.8% | +12.7% |
| 3M | +14.3% | +8.8% | +5.5% | +12.2% |
| 6M | +33.1% | +38.0% | -4.9% | +25.0% |
| YTD | +21.2% | +5.9% | +15.4% | +18.2% |
| 1Y | +26.4% | +19.7% | +6.8% | +20.6% |
| 3Y | +77.6% | +20.5% | +57.1% | +62.3% |
| 5Y | +102.6% | -35.0% | +137.6% | +96.9% |
| 10Y | +464.4% | +540.9% | -76.5% | +251.1% |
| All | +3,310.4% | +3,870.0% | -559.7% | +1,106.5% |
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