+6,234.5%
IT vs RGEN
+2,584.6%
+3,649.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +1.1% | -3.3% | +4.4% | +1.3% |
| 30D | -1.8% | -5.8% | +4.0% | -1.5% |
| 3M | +4.8% | +0.2% | +4.6% | +4.6% |
| 6M | +33.0% | +56.8% | -23.8% | +28.8% |
| YTD | -23.8% | +2.4% | -26.2% | -24.3% |
| 1Y | -16.5% | +11.4% | -28.0% | -17.5% |
| 3Y | -53.6% | +15.2% | -68.8% | -54.7% |
| 5Y | -42.1% | -35.1% | -7.0% | -42.2% |
| 10Y | +90.1% | +419.6% | -329.5% | +69.3% |
| All | +6,234.5% | +2,584.6% | +3,649.9% | +4,525.2% |
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