+45.8%
ON vs RGEN
+39.1%
+6.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.7% | -2.9% | -1.8% | -4.5% |
| 30D | -13.5% | -0.1% | -13.4% | -13.4% |
| 3M | -36.3% | +25.9% | -62.2% | -37.5% |
| 6M | +17.8% | +35.2% | -17.5% | +12.3% |
| YTD | +29.6% | +0.5% | +29.1% | +36.8% |
| 1Y | +45.8% | +37.0% | +8.8% | +38.8% |
| All | +45.8% | +39.1% | +6.7% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling