+7.4%
ON vs RGEN
+19.6%
-12.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.0% | +8.2% |
| 7D | -1.4% | +3.5% | -4.9% | -2.3% |
| 30D | -10.9% | +2.9% | -13.8% | -11.6% |
| 3M | -14.9% | +9.2% | -24.0% | -17.9% |
| 6M | -33.0% | +44.9% | -78.0% | -42.6% |
| YTD | +27.6% | +9.2% | +18.4% | +21.5% |
| 1Y | +44.5% | +25.3% | +19.2% | +29.2% |
| 3Y | +7.4% | +21.7% | -14.3% | -10.1% |
| All | +7.4% | +19.6% | -12.2% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling