-21.3%
IT vs RGEN
+45.2%
-66.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.4% |
| 7D | -6.0% | -4.9% | -1.1% | -5.0% |
| 30D | 0.0% | +5.7% | -5.7% | -1.1% |
| 3M | +13.1% | +32.4% | -19.4% | +6.3% |
| 6M | +11.7% | +33.2% | -21.5% | +4.3% |
| YTD | -26.1% | +2.3% | -28.4% | -27.3% |
| 1Y | -21.3% | +39.0% | -60.2% | -19.9% |
| All | -21.3% | +45.2% | -66.4% | -19.9% |
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