+380.3%
NDAQ vs RGEN
+402.3%
-22.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -1.6% | -4.6% | +3.0% | -0.8% |
| 30D | -1.5% | +1.2% | -2.6% | -1.8% |
| 3M | +8.0% | +26.8% | -18.8% | +3.0% |
| 6M | +7.7% | +29.1% | -21.3% | +1.8% |
| YTD | -2.3% | +0.7% | -3.1% | -3.6% |
| 1Y | +0.6% | +39.1% | -38.5% | -6.9% |
| 3Y | +90.9% | +2.2% | +88.7% | +79.5% |
| 5Y | +52.5% | -44.0% | +96.4% | +53.7% |
| 10Y | +380.3% | +412.7% | -32.5% | +226.8% |
| All | +380.3% | +402.3% | -22.0% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling