+209.9%
ON vs RGEN
+2,581.6%
-2,371.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +2.4% | -4.9% | +7.4% | +3.3% |
| 30D | -3.3% | +5.7% | -9.0% | -4.3% |
| 3M | -43.6% | +32.4% | -76.0% | -46.8% |
| 6M | +19.0% | +33.2% | -14.2% | +11.2% |
| YTD | +37.4% | +2.3% | +35.1% | +34.6% |
| 1Y | +54.8% | +39.0% | +15.8% | +43.1% |
| 3Y | -25.2% | -4.6% | -20.5% | -27.3% |
| 5Y | +62.7% | -42.7% | +105.4% | +68.3% |
| 10Y | +574.3% | +433.6% | +140.8% | +401.5% |
| All | +209.9% | +2,581.6% | -2,371.7% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling