-54.1%
IT vs RGEN
+18.4%
-72.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | -7.5% | -2.4% | -5.1% | -7.1% |
| 30D | -1.2% | +0.1% | -1.2% | -1.4% |
| 3M | -2.2% | +6.6% | -8.8% | -4.3% |
| 6M | +19.1% | +40.9% | -21.8% | +9.0% |
| YTD | -25.1% | +6.2% | -31.3% | -27.4% |
| 1Y | -17.4% | +19.4% | -36.8% | -21.9% |
| 3Y | -54.1% | +17.9% | -72.0% | -57.8% |
| All | -54.1% | +18.4% | -72.5% | -57.8% |
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