+163.6%
W vs RGEN
+704.2%
-540.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.1% |
| 7D | -4.2% | -4.9% | +0.7% | -2.0% |
| 30D | -7.6% | +5.7% | -13.2% | -10.0% |
| 3M | +37.2% | +32.4% | +4.7% | +19.8% |
| 6M | +26.3% | +33.2% | -6.9% | +8.6% |
| YTD | -1.0% | +2.3% | -3.3% | -3.8% |
| 1Y | +20.1% | +39.0% | -18.9% | -0.6% |
| 3Y | +37.8% | -4.6% | +42.4% | +32.0% |
| 5Y | -63.7% | -42.7% | -21.0% | -58.9% |
| 10Y | +156.3% | +433.6% | -277.3% | +63.0% |
| All | +163.6% | +704.2% | -540.6% | +77.0% |
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