+1,576.0%
RGEN vs COO
+5,988.7%
-4,412.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -4.9% | -2.2% | -2.7% | -4.7% |
| 30D | +5.7% | -7.0% | +12.7% | +6.6% |
| 3M | +32.4% | +12.2% | +20.2% | +30.6% |
| 6M | +33.2% | -15.1% | +48.3% | +35.7% |
| YTD | +2.3% | -15.1% | +17.4% | +4.2% |
| 1Y | +39.0% | +2.3% | +36.7% | +38.7% |
| 3Y | -4.6% | -23.7% | +19.0% | -1.6% |
| 5Y | -42.7% | -38.9% | -3.8% | -39.4% |
| 10Y | +433.6% | +49.9% | +383.7% | +422.4% |
| All | +1,576.0% | +5,988.7% | -4,412.7% | +939.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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