-84.0%
OPEN vs RGEN
-42.4%
-41.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | -4.3% | -4.9% | +0.7% | -1.4% |
| 30D | -16.2% | +5.7% | -21.9% | -19.0% |
| 3M | -36.4% | +32.4% | -68.8% | -47.2% |
| 6M | -35.5% | +33.2% | -68.6% | -47.5% |
| YTD | -46.0% | +2.3% | -48.3% | -48.0% |
| 1Y | -47.1% | +39.0% | -86.1% | -58.1% |
| 3Y | -19.0% | -4.6% | -14.4% | -25.6% |
| All | -84.0% | -42.4% | -41.6% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling