+1,449.6%
NET vs RGEN
+111.2%
+1,338.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -7.0% | -4.9% | -2.1% | -4.6% |
| 30D | -4.8% | +5.7% | -10.5% | -7.8% |
| 3M | +3.8% | +32.4% | -28.6% | -12.5% |
| 6M | +50.0% | +33.2% | +16.9% | +24.1% |
| YTD | +41.5% | +2.3% | +39.2% | +34.6% |
| 1Y | +32.8% | +39.0% | -6.2% | +4.6% |
| 3Y | +335.9% | -4.6% | +340.5% | +273.6% |
| 5Y | +113.8% | -42.7% | +156.5% | +140.3% |
| All | +1,449.6% | +111.2% | +1,338.3% | +851.1% |
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