+1,664.2%
RGEN vs SPY
+3,091.8%
-1,427.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +5.7% | +0.1% | +5.6% | +5.7% |
| 3M | +32.4% | +2.0% | +30.4% | +30.2% |
| 6M | +33.2% | +13.0% | +20.2% | +21.1% |
| YTD | +2.3% | +13.5% | -11.3% | -7.3% |
| 1Y | +39.0% | +20.0% | +19.0% | +21.0% |
| 3Y | -4.6% | +77.2% | -81.8% | -36.9% |
| 5Y | -42.7% | +81.9% | -124.6% | -61.8% |
| 10Y | +433.6% | +314.1% | +119.5% | +106.8% |
| All | +1,664.2% | +3,091.8% | -1,427.6% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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