+94.5%
QQQ vs RGEN
-44.3%
+138.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +1.0% | -4.6% | +5.6% | +1.9% |
| 30D | -0.6% | +1.2% | -1.8% | -1.0% |
| 3M | +1.3% | +26.8% | -25.5% | -4.3% |
| 6M | +18.1% | +29.1% | -10.9% | +10.5% |
| YTD | +16.9% | +0.7% | +16.2% | +15.1% |
| 1Y | +24.0% | +39.1% | -15.1% | +13.1% |
| 3Y | +95.6% | +2.2% | +93.4% | +82.6% |
| 5Y | +94.5% | -44.0% | +138.5% | +88.2% |
| All | +94.5% | -44.3% | +138.8% | +88.2% |
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 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