-43.0%
RGEN vs NTRS
+93.2%
-136.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | -1.4% | +1.4% | -2.8% | -2.1% |
| 30D | -0.3% | -0.7% | +0.3% | -0.1% |
| 3M | +23.9% | +11.3% | +12.6% | +16.4% |
| 6M | +38.5% | +35.5% | +3.0% | +17.1% |
| YTD | +0.8% | +40.6% | -39.8% | -16.6% |
| 1Y | +38.2% | +49.2% | -11.0% | +10.3% |
| 3Y | +1.3% | +167.2% | -165.9% | -42.4% |
| All | -43.0% | +93.2% | -136.2% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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