-22.1%
ONON vs RGEN
-42.9%
+20.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.8% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | -27.4% | +2.8% | -30.2% | -28.5% |
| 3M | -26.5% | +34.5% | -61.0% | -35.4% |
| 6M | -34.2% | +40.5% | -74.7% | -43.8% |
| YTD | -41.3% | +2.8% | -44.2% | -43.2% |
| 1Y | -39.7% | +39.6% | -79.3% | -49.0% |
| 3Y | -7.8% | +4.4% | -12.2% | -18.3% |
| All | -22.1% | -42.9% | +20.8% | -14.3% |
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