+16.2%
W vs RGEN
+37.5%
-21.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.8% |
| 7D | +5.9% | -4.6% | +10.5% | +7.5% |
| 30D | -3.0% | +1.2% | -4.2% | -3.5% |
| 3M | +40.3% | +26.8% | +13.5% | +29.5% |
| 6M | +32.2% | +29.1% | +3.2% | +20.3% |
| YTD | -0.3% | +0.7% | -1.0% | -7.5% |
| 1Y | +16.2% | +39.1% | -22.9% | +7.9% |
| All | +16.2% | +37.5% | -21.3% | +7.9% |
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