+24.7%
Z vs RGEN
+379.5%
-354.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -3.0% | -4.9% | +1.9% | -1.3% |
| 30D | -4.2% | +5.7% | -9.9% | -6.1% |
| 3M | -3.7% | +32.4% | -36.1% | -13.2% |
| 6M | -24.5% | +33.2% | -57.7% | -32.7% |
| YTD | -49.3% | +2.3% | -51.6% | -50.5% |
| 1Y | -58.7% | +39.0% | -97.7% | -64.1% |
| 3Y | -34.1% | -4.6% | -29.5% | -38.6% |
| 5Y | -64.5% | -42.7% | -21.9% | -62.8% |
| 10Y | -0.5% | +433.6% | -434.1% | -39.1% |
| All | +24.7% | +379.5% | -354.8% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling