+2,327.9%
NDAQ vs RGEN
+7,124.1%
-4,796.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -2.4% | -4.9% | +2.5% | -1.8% |
| 30D | +2.5% | +5.7% | -3.2% | +1.6% |
| 3M | +9.9% | +32.4% | -22.5% | +5.4% |
| 6M | +9.4% | +33.2% | -23.8% | +4.4% |
| YTD | +0.4% | +2.3% | -1.9% | -0.8% |
| 1Y | +4.0% | +39.0% | -35.0% | -1.7% |
| 3Y | +94.4% | -4.6% | +99.0% | +87.6% |
| 5Y | +56.7% | -42.7% | +99.4% | +57.1% |
| 10Y | +375.3% | +433.6% | -58.3% | +252.4% |
| All | +2,327.9% | +7,124.1% | -4,796.2% | +1,000.5% |
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