+381.6%
COMP vs RGEN
+15.5%
+366.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.8% | +9.6% |
| 7D | +13.4% | -1.9% | +15.4% | +14.4% |
| 30D | +11.1% | +3.7% | +7.3% | +9.5% |
| 3M | -18.8% | +8.8% | -27.7% | -22.5% |
| 6M | +10.5% | +38.0% | -27.5% | -5.0% |
| YTD | -3.4% | +5.9% | -9.3% | -8.6% |
| 1Y | +19.7% | +19.7% | 0.0% | +7.9% |
| 3Y | +381.6% | +20.5% | +361.1% | +309.7% |
| All | +381.6% | +15.5% | +366.1% | +309.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling