+196.2%
W vs RGEN
+732.5%
-536.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.8% |
| 7D | -3.6% | -1.9% | -1.6% | -2.7% |
| 30D | +7.0% | +3.7% | +3.2% | +5.1% |
| 3M | +7.4% | +8.8% | -1.4% | +2.5% |
| 6M | +69.3% | +38.0% | +31.3% | +43.8% |
| YTD | +11.3% | +5.9% | +5.4% | +5.7% |
| 1Y | +13.2% | +19.7% | -6.5% | +1.5% |
| 3Y | +142.0% | +20.5% | +121.5% | +110.0% |
| 5Y | -54.6% | -35.0% | -19.6% | -51.1% |
| 10Y | +243.7% | +540.9% | -297.2% | +108.2% |
| All | +196.2% | +732.5% | -536.3% | +94.6% |
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