+591.8%
ON vs RGEN
+402.3%
+189.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.6% |
| 7D | -1.9% | -4.6% | +2.7% | -0.3% |
| 30D | -11.0% | +1.2% | -12.2% | -11.7% |
| 3M | -39.3% | +26.8% | -66.2% | -45.4% |
| 6M | +19.8% | +29.1% | -9.2% | +5.2% |
| YTD | +31.1% | +0.7% | +30.4% | +26.3% |
| 1Y | +46.0% | +39.1% | +6.9% | +23.2% |
| 3Y | -27.5% | +2.2% | -29.8% | -34.8% |
| 5Y | +56.9% | -44.0% | +100.9% | +65.3% |
| 10Y | +591.8% | +412.7% | +179.1% | +237.2% |
| All | +591.8% | +402.3% | +189.5% | +237.2% |
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