+1,381.0%
NET vs RGEN
+124.6%
+1,256.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -16.4% | -3.5% | -12.8% | -14.6% |
| 30D | -25.8% | -6.0% | -19.9% | -23.7% |
| 3M | -11.5% | +19.0% | -30.5% | -20.2% |
| 6M | +18.9% | +50.7% | -31.8% | -6.9% |
| YTD | +35.2% | +8.8% | +26.5% | +23.7% |
| 1Y | +14.5% | +21.3% | -6.8% | -1.9% |
| 3Y | +313.8% | +18.5% | +295.3% | +210.6% |
| 5Y | +32.6% | -35.7% | +68.2% | +40.3% |
| All | +1,381.0% | +124.6% | +1,256.4% | +774.2% |
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