+141.5%
W vs RGEN
+406.9%
-265.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.2% |
| 7D | +6.5% | -0.9% | +7.4% | +6.9% |
| 30D | -6.2% | +2.8% | -9.0% | -7.8% |
| 3M | +48.9% | +34.5% | +14.4% | +25.6% |
| 6M | +31.2% | +40.5% | -9.3% | +6.3% |
| YTD | -0.4% | +2.8% | -3.3% | -4.3% |
| 1Y | +14.8% | +39.6% | -24.8% | -9.1% |
| 3Y | +40.5% | +4.4% | +36.1% | +25.9% |
| 5Y | -62.1% | -42.8% | -19.4% | -56.3% |
| 10Y | +141.5% | +406.7% | -265.2% | +37.2% |
| All | +141.5% | +406.9% | -265.3% | +37.2% |
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