+159.9%
DELL vs RGEN
+8.1%
+151.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -7.9% | -7.3% |
| 7D | +4.9% | -3.3% | +8.2% | +5.3% |
| 30D | -32.1% | -5.8% | -26.2% | -31.3% |
| 3M | -30.2% | +0.2% | -30.4% | -29.9% |
| 6M | +41.7% | +56.8% | -15.1% | +34.6% |
| YTD | +176.6% | +2.4% | +174.2% | +196.0% |
| 1Y | +159.9% | +11.4% | +148.5% | +161.4% |
| All | +159.9% | +8.1% | +151.8% | +161.4% |
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