+715.5%
NYT vs RGEN
+1,546.8%
-831.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -2.9% | +2.2% | -0.6% |
| 30D | +4.5% | -0.1% | +4.5% | +4.4% |
| 3M | -8.5% | +25.9% | -34.5% | -9.7% |
| 6M | -15.1% | +35.2% | -50.3% | -16.6% |
| YTD | -3.3% | +0.5% | -3.8% | -3.7% |
| 1Y | +17.0% | +37.0% | -20.0% | +14.5% |
| 3Y | +55.7% | +2.0% | +53.6% | +52.9% |
| 5Y | +38.9% | -44.2% | +83.0% | +39.0% |
| 10Y | +485.3% | +411.6% | +73.7% | +427.1% |
| All | +715.5% | +1,546.8% | -831.3% | +487.4% |
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 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