+5,059.0%
NI vs RGEN
+1,576.0%
+3,483.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| 6M | -11.8% | +33.2% | -45.0% | -12.6% |
| YTD | +1.1% | +2.3% | -1.2% | +0.9% |
| 1Y | +6.7% | +39.0% | -32.3% | +5.6% |
| 3Y | +71.1% | -4.6% | +75.7% | +69.9% |
| 5Y | +94.3% | -42.7% | +137.0% | +94.0% |
| 10Y | +135.8% | +433.6% | -297.8% | +123.9% |
| All | +5,059.0% | +1,576.0% | +3,483.0% | +4,318.0% |
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