-93.6%
OPEN vs RGEN
-35.1%
-58.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +3.0% | -24.8% | -23.6% |
| 7D | -22.2% | -1.9% | -20.3% | -21.7% |
| 30D | -38.3% | +3.7% | -42.1% | -40.1% |
| 3M | -59.4% | +8.8% | -68.2% | -62.2% |
| 6M | -74.4% | +38.0% | -112.3% | -79.8% |
| YTD | -76.0% | +5.9% | -81.9% | -77.9% |
| 1Y | -78.7% | +19.7% | -98.3% | -81.7% |
| 3Y | -30.0% | +20.5% | -50.5% | -45.9% |
| All | -93.6% | -35.1% | -58.5% | -93.8% |
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