+11,743.1%
COST vs RGEN
+1,576.0%
+10,167.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.0% |
| 7D | -3.1% | -4.9% | +1.8% | -3.0% |
| 30D | -2.8% | +5.7% | -8.5% | -3.0% |
| 3M | -5.7% | +32.4% | -38.1% | -6.8% |
| 6M | -8.8% | +33.2% | -41.9% | -10.0% |
| YTD | +6.7% | +2.3% | +4.4% | +6.3% |
| 1Y | -3.6% | +39.0% | -42.6% | -5.2% |
| 3Y | +75.1% | -4.6% | +79.7% | +73.2% |
| 5Y | +108.9% | -42.7% | +151.6% | +108.7% |
| 10Y | +586.2% | +433.6% | +152.6% | +533.6% |
| All | +11,743.1% | +1,576.0% | +10,167.1% | +8,494.6% |
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