+1,639.8%
RGEN vs COO
+5,462.0%
-3,822.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -2.4% | +4.5% | -6.9% | -2.9% |
| 30D | +0.1% | +16.9% | -16.9% | -1.8% |
| 3M | +6.6% | -16.7% | +23.3% | +8.6% |
| 6M | +40.9% | +5.9% | +35.0% | +39.6% |
| YTD | +6.2% | -22.4% | +28.6% | +9.1% |
| 1Y | +19.4% | -10.1% | +29.6% | +20.7% |
| 3Y | +17.9% | -22.8% | +40.7% | +21.3% |
| 5Y | -34.0% | -41.4% | +7.4% | -30.0% |
| 10Y | +453.9% | +41.3% | +412.6% | +445.3% |
| All | +1,639.8% | +5,462.0% | -3,822.2% | +987.8% |
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