+33,471.1%
ORCL vs RGEN
+1,576.0%
+31,895.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.1% |
| 7D | +5.3% | -4.9% | +10.2% | +5.6% |
| 30D | +10.0% | +5.7% | +4.3% | +9.6% |
| 3M | -32.6% | +32.4% | -65.0% | -33.8% |
| 6M | +4.9% | +33.2% | -28.3% | +2.8% |
| YTD | -17.8% | +2.3% | -20.0% | -18.1% |
| 1Y | -28.0% | +39.0% | -67.0% | -29.6% |
| 3Y | +36.0% | -4.6% | +40.6% | +34.5% |
| 5Y | +88.7% | -42.7% | +131.4% | +89.4% |
| 10Y | +346.9% | +433.6% | -86.7% | +295.1% |
| All | +33,471.1% | +1,576.0% | +31,895.1% | +23,094.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling