-71.6%
OPEN vs RGEN
+44.9%
-116.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.9% |
| 7D | +1.0% | -0.9% | +1.9% | +1.5% |
| 30D | -11.9% | +2.8% | -14.7% | -13.5% |
| 3M | -28.8% | +34.5% | -63.2% | -41.8% |
| 6M | -38.6% | +40.5% | -79.1% | -51.9% |
| YTD | -47.3% | +2.8% | -50.2% | -49.6% |
| 1Y | -49.2% | +39.6% | -88.8% | -60.2% |
| 3Y | -18.8% | +4.4% | -23.2% | -31.1% |
| 5Y | -83.6% | -42.8% | -40.9% | -80.8% |
| All | -71.6% | +44.9% | -116.5% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling