-44.9%
ORCL vs RGEN
+18.8%
-63.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.0% |
| 7D | +3.8% | -3.1% | +6.9% | +4.7% |
| 30D | -6.6% | +0.1% | -6.6% | -6.2% |
| 3M | -11.4% | +4.8% | -16.2% | -12.6% |
| 6M | -33.3% | +48.9% | -82.2% | -40.6% |
| YTD | -33.3% | +5.3% | -38.6% | -34.3% |
| 1Y | -44.9% | +12.5% | -57.4% | -45.7% |
| All | -44.9% | +18.8% | -63.7% | -45.7% |
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