-82.3%
OPEN vs RGEN
+23.9%
-106.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.8% |
| 7D | -21.7% | +3.5% | -25.1% | -23.1% |
| 30D | -36.5% | +2.9% | -39.4% | -37.4% |
| 3M | -59.5% | +9.2% | -68.7% | -62.1% |
| 6M | -71.9% | +44.9% | -116.8% | -78.3% |
| YTD | -75.8% | +9.2% | -85.0% | -74.2% |
| All | -82.3% | +23.9% | -106.2% | -84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling