-25.5%
IT vs RGEN
+38.7%
-64.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.2% |
| 7D | -3.7% | -1.4% | -2.2% | -3.4% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +20.7% | +23.9% | -3.2% | +15.1% |
| 6M | +12.0% | +38.5% | -26.6% | +3.5% |
| YTD | -28.8% | +0.8% | -29.6% | -29.7% |
| 1Y | -25.5% | +38.2% | -63.7% | -24.9% |
| All | -25.5% | +38.7% | -64.2% | -24.9% |
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