+14.5%
NET vs RGEN
+19.5%
-5.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -16.4% | -3.5% | -12.8% | -15.5% |
| 30D | -25.8% | -6.0% | -19.9% | -24.9% |
| 3M | -11.5% | +19.0% | -30.5% | -14.7% |
| 6M | +18.9% | +50.7% | -31.8% | +7.4% |
| YTD | +35.2% | +8.8% | +26.5% | +30.5% |
| 1Y | +14.5% | +21.3% | -6.8% | +8.3% |
| All | +14.5% | +19.5% | -5.1% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling