-49.5%
ORCL vs RGEN
+19.5%
-69.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -14.4% | -3.5% | -10.9% | -13.5% |
| 30D | -12.8% | -6.0% | -6.9% | -11.8% |
| 3M | -14.8% | +19.0% | -33.8% | -18.5% |
| 6M | -30.9% | +50.7% | -81.6% | -38.4% |
| YTD | -35.7% | +8.8% | -44.4% | -37.8% |
| 1Y | -49.5% | +21.3% | -70.8% | -51.4% |
| All | -49.5% | +19.5% | -69.0% | -51.4% |
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