-8.7%
COMP vs RGEN
-35.5%
+26.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | 0.0% | -3.3% | +3.3% | +1.9% |
| 30D | +16.6% | -5.8% | +22.4% | +20.3% |
| 3M | -23.5% | +0.2% | -23.7% | -24.9% |
| 6M | +25.7% | +56.8% | -31.0% | -3.9% |
| YTD | -3.4% | +2.4% | -5.8% | -8.1% |
| 1Y | +7.6% | +11.4% | -3.9% | -2.4% |
| 3Y | +423.6% | +15.2% | +408.4% | +317.1% |
| All | -8.7% | -35.5% | +26.8% | -14.2% |
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