+41.4%
NFLX vs RGEN
+18.4%
+23.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | -0.3% | -2.4% | +2.2% | -0.1% |
| 30D | -10.0% | +0.1% | -10.1% | -10.1% |
| 3M | -17.1% | +6.6% | -23.7% | -17.7% |
| 6M | -27.7% | +40.9% | -68.6% | -30.1% |
| YTD | -32.5% | +6.2% | -38.7% | -33.2% |
| 1Y | -43.5% | +19.4% | -63.0% | -44.8% |
| 3Y | +41.4% | +17.9% | +23.5% | +35.4% |
| All | +41.4% | +18.4% | +23.1% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling