+363.4%
ORCL vs RGEN
+406.9%
-43.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +15.0% | -0.9% | +15.9% | +15.2% |
| 30D | +10.5% | +2.8% | +7.7% | +9.9% |
| 3M | -23.0% | +34.5% | -57.5% | -27.8% |
| 6M | +7.0% | +40.5% | -33.5% | -1.0% |
| YTD | -15.8% | +2.8% | -18.7% | -17.2% |
| 1Y | -31.1% | +39.6% | -70.7% | -36.2% |
| 3Y | +33.3% | +4.4% | +28.9% | +25.6% |
| 5Y | +94.3% | -42.8% | +137.1% | +94.2% |
| 10Y | +363.4% | +406.7% | -43.3% | +186.2% |
| All | +363.4% | +406.9% | -43.5% | +186.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling