-57.7%
Z vs RGEN
+8.1%
-65.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +0.8% | -3.3% | +4.1% | +1.9% |
| 30D | +5.2% | -5.8% | +11.0% | +7.0% |
| 3M | -17.0% | +0.2% | -17.2% | -18.2% |
| 6M | -22.7% | +56.8% | -79.4% | -36.1% |
| YTD | -56.3% | +2.4% | -58.7% | -57.5% |
| 1Y | -57.7% | +11.4% | -69.1% | -61.0% |
| All | -57.7% | +8.1% | -65.8% | -61.0% |
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