-10.8%
DOW vs RGEN
+181.9%
-192.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.8% |
| 7D | -2.4% | -4.9% | +2.5% | -1.6% |
| 30D | +0.4% | +5.7% | -5.3% | -0.6% |
| 3M | -14.4% | +32.4% | -46.8% | -18.5% |
| 6M | -7.0% | +33.2% | -40.2% | -12.3% |
| YTD | +30.2% | +2.3% | +27.9% | +28.4% |
| 1Y | +29.2% | +39.0% | -9.8% | +20.7% |
| 3Y | -36.7% | -4.6% | -32.1% | -39.2% |
| 5Y | -37.7% | -42.7% | +5.0% | -38.2% |
| All | -10.8% | +181.9% | -192.7% | -38.2% |
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