+58.5%
ON vs RGEN
-42.7%
+101.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | -2.2% | -0.9% | -1.3% | -1.9% |
| 30D | -12.4% | +2.8% | -15.3% | -13.6% |
| 3M | -41.2% | +34.5% | -75.7% | -48.5% |
| 6M | +25.0% | +40.5% | -15.5% | +5.5% |
| YTD | +31.3% | +2.8% | +28.4% | +25.9% |
| 1Y | +45.4% | +39.6% | +5.8% | +21.5% |
| 3Y | -27.4% | +4.4% | -31.8% | -35.3% |
| 5Y | +58.5% | -42.8% | +101.2% | +64.2% |
| All | +58.5% | -42.7% | +101.2% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling