+19.7%
COMP vs RGEN
+19.4%
+0.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.8% | +9.5% |
| 7D | +13.4% | -1.9% | +15.4% | +14.5% |
| 30D | +11.1% | +3.7% | +7.3% | +9.5% |
| 3M | -18.8% | +8.8% | -27.7% | -23.5% |
| 6M | +10.5% | +38.0% | -27.5% | -8.8% |
| YTD | -3.4% | +5.9% | -9.3% | -13.3% |
| 1Y | +19.7% | +19.7% | 0.0% | -1.4% |
| All | +19.7% | +19.4% | +0.3% | -1.4% |
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