+13,447.0%
GOOG vs RGEN
+9,585.6%
+3,861.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -5.1% | +2.8% | -7.9% | -5.6% |
| 3M | -7.1% | +34.5% | -41.5% | -11.6% |
| 6M | +12.7% | +40.5% | -27.8% | +6.0% |
| YTD | +7.1% | +2.8% | +4.2% | +5.5% |
| 1Y | +43.6% | +39.6% | +4.0% | +34.6% |
| 3Y | +146.8% | +4.4% | +142.4% | +134.3% |
| 5Y | +133.7% | -42.8% | +176.4% | +134.7% |
| 10Y | +773.3% | +406.7% | +366.6% | +543.6% |
| All | +13,447.0% | +9,585.6% | +3,861.3% | +6,555.1% |
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