-30.0%
OPEN vs RGEN
+15.5%
-45.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +3.0% | -24.8% | -23.3% |
| 7D | -22.2% | -1.9% | -20.3% | -21.7% |
| 30D | -38.3% | +3.7% | -42.1% | -39.7% |
| 3M | -59.4% | +8.8% | -68.2% | -61.7% |
| 6M | -74.4% | +38.0% | -112.3% | -79.0% |
| YTD | -76.0% | +5.9% | -81.9% | -77.4% |
| 1Y | -78.7% | +19.7% | -98.3% | -81.1% |
| 3Y | -30.0% | +20.5% | -50.5% | -44.9% |
| All | -30.0% | +15.5% | -45.5% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling