-72.2%
OPEN vs RGEN
+42.0%
-114.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.0% |
| 7D | -2.9% | -4.6% | +1.6% | -0.2% |
| 30D | -13.8% | +1.2% | -14.9% | -14.5% |
| 3M | -30.9% | +26.8% | -57.7% | -41.4% |
| 6M | -40.9% | +29.1% | -70.0% | -51.1% |
| YTD | -48.5% | +0.7% | -49.3% | -50.1% |
| 1Y | -50.9% | +39.1% | -90.0% | -61.5% |
| 3Y | -20.6% | +2.2% | -22.9% | -31.8% |
| 5Y | -84.2% | -44.0% | -40.2% | -81.2% |
| All | -72.2% | +42.0% | -114.2% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling