+32.7%
ORCL vs RGEN
-3.7%
+36.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | +5.3% | -4.9% | +10.2% | +6.4% |
| 30D | +10.0% | +5.7% | +4.3% | +8.6% |
| 3M | -32.6% | +32.4% | -65.0% | -37.1% |
| 6M | +4.9% | +33.2% | -28.3% | -2.8% |
| YTD | -17.8% | +2.3% | -20.0% | -19.3% |
| 1Y | -28.0% | +39.0% | -67.0% | -33.9% |
| All | +32.7% | -3.7% | +36.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling