+6,128.0%
IT vs RGEN
+2,683.7%
+3,444.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | -7.5% | -2.4% | -5.1% | -7.4% |
| 30D | -1.2% | +0.1% | -1.2% | -1.2% |
| 3M | -2.2% | +6.6% | -8.8% | -2.8% |
| 6M | +19.1% | +40.9% | -21.8% | +16.1% |
| YTD | -25.1% | +6.2% | -31.3% | -25.8% |
| 1Y | -17.4% | +19.4% | -36.8% | -18.7% |
| 3Y | -54.1% | +17.9% | -72.0% | -55.2% |
| 5Y | -42.7% | -34.0% | -8.6% | -42.8% |
| 10Y | +88.1% | +453.9% | -365.8% | +67.0% |
| All | +6,128.0% | +2,683.7% | +3,444.4% | +4,437.1% |
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