+41.6%
NYT vs RGEN
-44.2%
+85.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.6% | -1.4% | +0.8% | -0.4% |
| 30D | +4.6% | -0.3% | +4.9% | +4.5% |
| 3M | -9.6% | +23.9% | -33.5% | -12.5% |
| 6M | -14.0% | +38.5% | -52.5% | -18.3% |
| YTD | -2.8% | +0.8% | -3.6% | -3.8% |
| 1Y | +15.6% | +38.2% | -22.6% | +8.8% |
| 3Y | +56.3% | +1.3% | +55.0% | +48.7% |
| All | +41.6% | -44.2% | +85.8% | +43.0% |
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 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