-58.7%
Z vs RGEN
+45.2%
-103.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -3.0% | -4.9% | +1.9% | -1.6% |
| 30D | -4.2% | +5.7% | -9.9% | -5.7% |
| 3M | -3.7% | +32.4% | -36.1% | -11.4% |
| 6M | -24.5% | +33.2% | -57.7% | -31.2% |
| YTD | -49.3% | +2.3% | -51.6% | -51.6% |
| 1Y | -58.7% | +39.0% | -97.7% | -59.1% |
| All | -58.7% | +45.2% | -103.9% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling