+2,666.5%
NDAQ vs RGEN
+7,399.1%
-4,732.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.8% |
| 7D | +2.9% | -2.4% | +5.3% | +3.2% |
| 30D | +17.5% | +0.1% | +17.4% | +17.3% |
| 3M | +15.4% | +6.6% | +8.8% | +14.0% |
| 6M | +24.6% | +40.9% | -16.3% | +18.0% |
| YTD | +14.4% | +6.2% | +8.2% | +12.1% |
| 1Y | +26.9% | +19.4% | +7.5% | +22.3% |
| 3Y | +119.8% | +17.9% | +101.9% | +106.5% |
| 5Y | +70.5% | -34.0% | +104.5% | +67.6% |
| 10Y | +475.8% | +453.9% | +21.9% | +324.0% |
| All | +2,666.5% | +7,399.1% | -4,732.6% | +1,143.6% |
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