+188.0%
ON vs RGEN
+2,763.0%
-2,575.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.0% | +8.6% |
| 7D | -1.4% | +3.5% | -4.9% | -1.9% |
| 30D | -10.9% | +2.9% | -13.8% | -11.3% |
| 3M | -14.9% | +9.2% | -24.0% | -16.5% |
| 6M | -33.0% | +44.9% | -78.0% | -38.2% |
| YTD | +27.6% | +9.2% | +18.4% | +23.3% |
| 1Y | +44.5% | +25.3% | +19.2% | +36.1% |
| 3Y | +7.4% | +21.7% | -14.3% | +0.3% |
| 5Y | +18.7% | -34.5% | +53.3% | +20.0% |
| 10Y | +516.0% | +478.9% | +37.0% | +351.5% |
| All | +188.0% | +2,763.0% | -2,575.1% | +29.7% |
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