-51.3%
IT vs RGEN
-0.1%
-51.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.5% |
| 7D | -9.1% | -0.9% | -8.3% | -9.0% |
| 30D | -7.0% | +2.8% | -9.8% | -7.6% |
| 3M | +7.6% | +34.5% | -26.8% | +0.3% |
| 6M | +2.1% | +40.5% | -38.3% | -6.4% |
| YTD | -31.6% | +2.8% | -34.4% | -32.8% |
| 1Y | -29.9% | +39.6% | -69.5% | -35.9% |
| 3Y | -51.3% | +4.4% | -55.7% | -54.3% |
| All | -51.3% | -0.1% | -51.2% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling