+5,648.4%
NI vs RGEN
+1,565.2%
+4,083.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.7% |
| 7D | +3.1% | -1.2% | +4.2% | +3.1% |
| 30D | +11.2% | -5.1% | +16.2% | +11.3% |
| 3M | +9.8% | +0.5% | +9.3% | +9.7% |
| 6M | -1.6% | +46.6% | -48.2% | -2.7% |
| YTD | +12.6% | +1.6% | +11.0% | +12.3% |
| 1Y | +7.8% | +5.4% | +2.4% | +7.4% |
| 3Y | +100.5% | +12.8% | +87.7% | +98.4% |
| 5Y | +114.4% | -35.6% | +150.0% | +113.5% |
| 10Y | +193.9% | +415.7% | -221.8% | +179.2% |
| All | +5,648.4% | +1,565.2% | +4,083.2% | +4,820.2% |
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