+1,546.8%
RGEN vs NTRS
+7,716.8%
-6,170.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -0.1% | +0.2% | -0.2% | -0.2% |
| 3M | +25.9% | +13.2% | +12.7% | +20.8% |
| 6M | +35.2% | +36.9% | -1.7% | +22.2% |
| YTD | +0.5% | +39.1% | -38.6% | -9.7% |
| 1Y | +37.0% | +50.4% | -13.5% | +20.0% |
| 3Y | +2.0% | +166.8% | -164.8% | -25.4% |
| 5Y | -44.2% | +92.9% | -137.1% | -55.5% |
| 10Y | +411.6% | +255.7% | +155.9% | +223.9% |
| All | +1,546.8% | +7,716.8% | -6,170.0% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling