-54.2%
COMP vs RGEN
-14.6%
-39.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.5% | -2.7% | -5.5% |
| 7D | -1.8% | -10.7% | +8.9% | +3.8% |
| 30D | -0.8% | -3.6% | +2.9% | +0.7% |
| 3M | -28.1% | +6.2% | -34.4% | -31.6% |
| 6M | +27.0% | +34.1% | -7.1% | +6.0% |
| YTD | -12.8% | +2.8% | -15.6% | -17.1% |
| 1Y | +4.9% | +15.5% | -10.6% | -6.4% |
| 3Y | +321.0% | +12.1% | +309.0% | +245.7% |
| 5Y | -25.6% | -36.9% | +11.3% | -27.5% |
| All | -54.2% | -14.6% | -39.6% | -58.7% |
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 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