-17.9%
COMP vs RGEN
-35.1%
+17.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.8% | +9.2% |
| 7D | +13.4% | -1.9% | +15.4% | +14.7% |
| 30D | +11.1% | +3.7% | +7.3% | +8.8% |
| 3M | -18.8% | +8.8% | -27.7% | -23.7% |
| 6M | +10.5% | +38.0% | -27.5% | -9.8% |
| YTD | -3.4% | +5.9% | -9.3% | -9.7% |
| 1Y | +19.7% | +19.7% | 0.0% | +4.4% |
| 3Y | +381.6% | +20.5% | +361.1% | +273.2% |
| All | -17.9% | -35.1% | +17.3% | -24.1% |
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