+244.4%
NXT vs RGEN
-7.0%
+251.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.6% |
| 7D | +15.1% | +3.5% | +11.6% | +14.4% |
| 30D | +21.8% | +2.9% | +18.9% | +21.0% |
| 3M | +1.6% | +9.2% | -7.6% | -0.9% |
| 6M | -16.7% | +44.9% | -61.6% | -24.3% |
| YTD | +20.4% | +9.2% | +11.2% | +16.5% |
| 1Y | +0.2% | +25.3% | -25.0% | -6.2% |
| 3Y | +208.7% | +21.7% | +186.9% | +179.0% |
| All | +244.4% | -7.0% | +251.4% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling