-54.2%
W vs RGEN
-35.1%
-19.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -3.2% |
| 7D | -3.6% | -1.9% | -1.6% | -2.4% |
| 30D | +7.0% | +3.7% | +3.2% | +4.3% |
| 3M | +7.4% | +8.8% | -1.4% | +0.6% |
| 6M | +69.3% | +38.0% | +31.3% | +35.0% |
| YTD | +11.3% | +5.9% | +5.4% | +3.3% |
| 1Y | +13.2% | +19.7% | -6.5% | -3.2% |
| 3Y | +142.0% | +20.5% | +121.5% | +91.1% |
| All | -54.2% | -35.1% | -19.1% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling