+112.5%
NET vs RGEN
-42.4%
+154.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -7.0% | -4.9% | -2.1% | -4.5% |
| 30D | -4.8% | +5.7% | -10.5% | -7.8% |
| 3M | +3.8% | +32.4% | -28.6% | -12.6% |
| 6M | +50.0% | +33.2% | +16.9% | +23.8% |
| YTD | +41.5% | +2.3% | +39.2% | +34.8% |
| 1Y | +32.8% | +39.0% | -6.2% | +4.1% |
| 3Y | +335.9% | -4.6% | +340.5% | +274.3% |
| All | +112.5% | -42.4% | +154.9% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling