+6.7%
NI vs RGEN
+45.2%
-38.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.6% |
| 7D | +2.0% | -4.9% | +6.9% | +2.1% |
| 30D | -3.5% | +5.7% | -9.2% | -3.7% |
| 3M | -9.1% | +32.4% | -41.6% | -9.9% |
| 6M | -11.8% | +33.2% | -45.0% | -12.8% |
| YTD | +1.1% | +2.3% | -1.2% | +1.7% |
| 1Y | +6.7% | +39.0% | -32.3% | +7.1% |
| All | +6.7% | +45.2% | -38.5% | +7.1% |
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 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