+6,045.6%
IT vs RGEN
+2,581.6%
+3,464.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.5% |
| 7D | -6.0% | -4.9% | -1.1% | -5.7% |
| 30D | 0.0% | +5.7% | -5.7% | -0.4% |
| 3M | +13.1% | +32.4% | -19.4% | +10.9% |
| 6M | +11.7% | +33.2% | -21.5% | +9.4% |
| YTD | -26.1% | +2.3% | -28.4% | -26.4% |
| 1Y | -21.3% | +39.0% | -60.2% | -23.2% |
| 3Y | -46.7% | -4.6% | -42.1% | -47.4% |
| 5Y | -40.5% | -42.7% | +2.2% | -40.1% |
| 10Y | +103.9% | +433.6% | -329.7% | +81.6% |
| All | +6,045.6% | +2,581.6% | +3,464.0% | +4,396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling