+630.6%
DELL vs RGEN
-37.9%
+668.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | 0.0% |
| 7D | +17.1% | -1.2% | +18.3% | +17.4% |
| 30D | -35.1% | -5.1% | -30.0% | -34.3% |
| 3M | -23.3% | +0.5% | -23.8% | -23.6% |
| 6M | +55.8% | +46.6% | +9.2% | +42.5% |
| YTD | +198.0% | +1.6% | +196.3% | +192.4% |
| 1Y | +166.6% | +5.4% | +161.2% | +159.6% |
| 3Y | +427.6% | +12.8% | +414.8% | +390.1% |
| 5Y | +630.6% | -35.6% | +666.2% | +553.8% |
| All | +630.6% | -37.9% | +668.5% | +553.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling