+42.7%
ORCL vs RGEN
-35.5%
+78.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | +8.0% | -3.3% | +11.3% | +8.7% |
| 30D | -4.0% | -5.8% | +1.9% | -2.6% |
| 3M | -19.5% | +0.2% | -19.6% | -19.6% |
| 6M | -33.5% | +56.8% | -90.2% | -39.7% |
| YTD | -34.8% | +2.4% | -37.2% | -36.0% |
| 1Y | -41.6% | +11.4% | -53.1% | -43.6% |
| 3Y | +13.8% | +15.2% | -1.4% | +5.7% |
| All | +42.7% | -35.5% | +78.1% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling