-44.8%
COMP vs RGEN
-15.1%
-29.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | +1.4% | -4.9% | +6.3% | +3.8% |
| 30D | -13.3% | +5.7% | -19.0% | -16.1% |
| 3M | +41.1% | +32.4% | +8.7% | +20.9% |
| 6M | +17.2% | +33.2% | -16.0% | -0.8% |
| YTD | +5.2% | +2.3% | +2.9% | +1.6% |
| 1Y | +18.9% | +39.0% | -20.1% | -4.0% |
| 3Y | +215.9% | -4.6% | +220.5% | +186.6% |
| 5Y | -31.2% | -42.7% | +11.5% | -30.3% |
| All | -44.8% | -15.1% | -29.7% | -49.3% |
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