-45.4%
IT vs RGEN
-43.1%
-2.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.6% |
| 7D | -9.1% | -0.9% | -8.3% | -9.0% |
| 30D | -7.0% | +2.8% | -9.8% | -7.7% |
| 3M | +7.6% | +34.5% | -26.8% | -0.8% |
| 6M | +2.1% | +40.5% | -38.3% | -7.6% |
| YTD | -31.6% | +2.8% | -34.4% | -33.0% |
| 1Y | -29.9% | +39.6% | -69.5% | -37.0% |
| 3Y | -51.3% | +4.4% | -55.7% | -55.2% |
| All | -45.4% | -43.1% | -2.3% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling