-54.1%
Z vs RGEN
-36.7%
-17.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.5% | -5.2% | -8.7% |
| 7D | -2.3% | -10.7% | +8.4% | +1.7% |
| 30D | +9.4% | -3.6% | +13.0% | +10.5% |
| 3M | -16.1% | +6.2% | -22.3% | -18.9% |
| 6M | -30.4% | +34.1% | -64.6% | -38.9% |
| YTD | -55.6% | +2.8% | -58.4% | -57.3% |
| 1Y | -58.5% | +15.5% | -74.0% | -61.8% |
| 3Y | -19.6% | +12.1% | -31.7% | -29.8% |
| 5Y | -54.1% | -36.9% | -17.3% | -57.7% |
| All | -54.1% | -36.7% | -17.5% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling