+556.1%
ON vs RGEN
+450.6%
+105.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.0% |
| 7D | +3.3% | -3.1% | +6.5% | +4.7% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | -9.2% | +4.8% | -14.0% | -11.6% |
| 6M | -31.4% | +48.9% | -80.3% | -42.6% |
| YTD | +36.0% | +5.3% | +30.6% | +28.0% |
| 1Y | +52.0% | +12.5% | +39.5% | +39.3% |
| 3Y | +9.3% | +17.0% | -7.7% | -6.3% |
| 5Y | +26.5% | -35.4% | +61.8% | +26.3% |
| 10Y | +556.1% | +434.6% | +121.6% | +193.7% |
| All | +556.1% | +450.6% | +105.5% | +193.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling