+319.1%
DELL vs RGEN
+45.2%
+273.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +14.9% | -4.9% | +19.8% | +15.8% |
| 30D | +13.3% | +5.7% | +7.6% | +12.6% |
| 3M | +24.4% | +32.4% | -8.0% | +18.4% |
| 6M | +258.0% | +33.2% | +224.8% | +237.7% |
| YTD | +320.2% | +2.3% | +317.9% | +336.2% |
| 1Y | +319.1% | +39.0% | +280.1% | +277.8% |
| All | +319.1% | +45.2% | +273.9% | +277.8% |
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