+143.3%
DELL vs RGEN
+19.5%
+123.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -24.6% | -3.5% | -21.1% | -24.3% |
| 30D | -32.5% | -6.0% | -26.5% | -32.2% |
| 3M | -20.2% | +19.0% | -39.2% | -21.2% |
| 6M | +76.5% | +50.7% | +25.7% | +67.9% |
| YTD | +198.9% | +8.8% | +190.2% | +212.2% |
| 1Y | +143.3% | +21.3% | +122.0% | +138.9% |
| All | +143.3% | +19.5% | +123.8% | +138.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling