+251.6%
ORCL vs RGEN
+508.6%
-257.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | 0.0% | +2.5% |
| 7D | +0.5% | +3.5% | -3.0% | -0.1% |
| 30D | -15.3% | +2.9% | -18.2% | -15.6% |
| 3M | -18.2% | +9.2% | -27.4% | -19.8% |
| 6M | -38.4% | +44.9% | -83.4% | -43.3% |
| YTD | -37.7% | +9.2% | -46.9% | -39.6% |
| 1Y | -49.3% | +25.3% | -74.6% | -52.1% |
| 3Y | +10.6% | +21.7% | -11.1% | +1.5% |
| 5Y | +35.5% | -34.5% | +70.0% | +32.3% |
| 10Y | +251.6% | +478.9% | -227.3% | +108.5% |
| All | +251.6% | +508.6% | -257.0% | +108.5% |
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