+20.1%
W vs RGEN
+45.2%
-25.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.9% |
| 7D | -4.2% | -4.9% | +0.7% | -2.5% |
| 30D | -7.6% | +5.7% | -13.2% | -9.3% |
| 3M | +37.2% | +32.4% | +4.7% | +24.5% |
| 6M | +26.3% | +33.2% | -6.9% | +13.5% |
| YTD | -1.0% | +2.3% | -3.3% | -7.8% |
| 1Y | +20.1% | +39.0% | -18.9% | +8.5% |
| All | +20.1% | +45.2% | -25.1% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling