+140.2%
NI vs RGEN
+415.7%
-275.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | -1.4% | +1.5% | +0.2% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | -10.6% | +23.9% | -34.5% | -12.3% |
| 6M | -9.3% | +38.5% | -47.9% | -12.1% |
| YTD | +1.1% | +0.8% | +0.3% | +0.5% |
| 1Y | +3.4% | +38.2% | -34.8% | -0.1% |
| 3Y | +67.9% | +1.3% | +66.6% | +63.1% |
| 5Y | +98.0% | -44.0% | +142.0% | +98.5% |
| All | +140.2% | +415.7% | -275.5% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling