+119.9%
NDAQ vs RGEN
+15.5%
+104.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.1% |
| 7D | +0.8% | -1.9% | +2.8% | +1.1% |
| 30D | +16.5% | +3.7% | +12.8% | +15.8% |
| 3M | +13.5% | +8.8% | +4.7% | +11.7% |
| 6M | +20.9% | +38.0% | -17.0% | +14.7% |
| YTD | +11.4% | +5.9% | +5.5% | +9.3% |
| 1Y | +25.9% | +19.7% | +6.3% | +21.4% |
| 3Y | +119.9% | +20.5% | +99.3% | +107.7% |
| All | +119.9% | +15.5% | +104.4% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling