-53.6%
Z vs RGEN
+19.5%
-73.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.5% | +9.4% |
| 7D | +10.2% | -3.5% | +13.7% | +11.1% |
| 30D | +23.7% | -6.0% | +29.6% | +25.4% |
| 3M | -6.6% | +19.0% | -25.5% | -12.9% |
| 6M | -23.0% | +50.7% | -73.8% | -34.5% |
| YTD | -50.3% | +8.8% | -59.1% | -53.0% |
| 1Y | -53.6% | +21.3% | -74.9% | -58.2% |
| All | -53.6% | +19.5% | -73.1% | -58.2% |
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