+11,791.0%
GOOGL vs RGEN
+9,543.1%
+2,247.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | +3.9% | -3.3% | +7.1% | +4.3% |
| 30D | -14.9% | -5.8% | -9.1% | -14.3% |
| 3M | -14.6% | +0.2% | -14.7% | -15.0% |
| 6M | -26.4% | +56.8% | -83.2% | -32.0% |
| YTD | -5.3% | +2.4% | -7.7% | -7.0% |
| 1Y | +6.5% | +11.4% | -5.0% | +3.2% |
| 3Y | +126.0% | +15.2% | +110.9% | +111.5% |
| 5Y | +100.8% | -35.1% | +135.9% | +98.1% |
| 10Y | +673.8% | +419.6% | +254.2% | +466.9% |
| All | +11,791.0% | +9,543.1% | +2,247.9% | +5,718.3% |
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