+638.0%
XYZ vs RGEN
+508.6%
+129.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.1% |
| 7D | +14.9% | +3.5% | +11.4% | +12.9% |
| 30D | +14.7% | +2.9% | +11.7% | +12.7% |
| 3M | +12.1% | +9.2% | +2.9% | +5.8% |
| 6M | +18.3% | +44.9% | -26.6% | -5.0% |
| YTD | +36.1% | +9.2% | +26.9% | +24.8% |
| 1Y | +35.3% | +25.3% | +10.0% | +15.2% |
| 3Y | +73.5% | +21.7% | +51.7% | +34.3% |
| 5Y | -61.6% | -34.5% | -27.1% | -60.5% |
| 10Y | +638.0% | +478.9% | +159.1% | +194.7% |
| All | +638.0% | +508.6% | +129.4% | +194.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling