+209.8%
W vs RGEN
+758.6%
-548.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.4% | +3.2% |
| 7D | +3.3% | +3.5% | -0.2% | +1.8% |
| 30D | +10.5% | +2.9% | +7.6% | +9.1% |
| 3M | +9.6% | +9.2% | +0.5% | +4.5% |
| 6M | +76.4% | +44.9% | +31.4% | +46.5% |
| YTD | +16.4% | +9.2% | +7.2% | +9.1% |
| 1Y | +9.3% | +25.3% | -15.9% | -3.9% |
| 3Y | +172.8% | +21.7% | +151.1% | +135.7% |
| 5Y | -53.4% | -34.5% | -18.9% | -50.0% |
| 10Y | +243.6% | +478.9% | -235.3% | +110.3% |
| All | +209.8% | +758.6% | -548.8% | +100.7% |
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