-49.2%
OPEN vs RGEN
+37.7%
-86.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | -11.9% | +2.8% | -14.7% | -13.1% |
| 3M | -28.8% | +34.5% | -63.2% | -39.3% |
| 6M | -38.6% | +40.5% | -79.1% | -49.8% |
| YTD | -47.3% | +2.8% | -50.2% | -48.2% |
| 1Y | -49.2% | +39.6% | -88.8% | -43.2% |
| All | -49.2% | +37.7% | -86.9% | -43.2% |
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