-51.7%
ORCL vs RGEN
+19.4%
-71.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | 0.0% |
| 7D | -11.2% | -1.9% | -9.2% | -10.6% |
| 30D | -18.8% | +3.7% | -22.6% | -19.1% |
| 3M | -18.8% | +8.8% | -27.6% | -20.5% |
| 6M | -39.7% | +38.0% | -77.7% | -44.8% |
| YTD | -39.6% | +5.9% | -45.5% | -41.2% |
| 1Y | -51.7% | +19.7% | -71.4% | -52.8% |
| All | -51.7% | +19.4% | -71.1% | -52.8% |
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 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