-16.9%
Z vs RGEN
+450.6%
-467.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -13.1% | -3.1% | -9.9% | -11.9% |
| 30D | +5.9% | +0.1% | +5.8% | +5.7% |
| 3M | -13.7% | +4.8% | -18.4% | -16.2% |
| 6M | -27.1% | +48.9% | -76.1% | -38.9% |
| YTD | -56.8% | +5.3% | -62.1% | -58.9% |
| 1Y | -60.2% | +12.5% | -72.7% | -63.1% |
| 3Y | -19.7% | +17.0% | -36.7% | -31.6% |
| 5Y | -53.7% | -35.4% | -18.3% | -53.7% |
| 10Y | -16.9% | +434.6% | -451.5% | -58.6% |
| All | -16.9% | +450.6% | -467.5% | -58.6% |
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 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