-50.7%
RGNX vs SPY
+77.0%
-127.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.8% |
| 7D | -4.6% | -0.8% | -3.8% | -3.3% |
| 30D | -21.8% | -1.1% | -20.8% | -20.3% |
| 3M | +35.8% | +3.9% | +32.0% | +27.5% |
| 6M | -9.1% | +13.6% | -22.7% | -26.4% |
| YTD | -40.8% | +12.7% | -53.4% | -51.4% |
| 1Y | -10.1% | +17.5% | -27.6% | -30.5% |
| 3Y | -50.7% | +76.9% | -127.6% | -77.8% |
| All | -50.7% | +77.0% | -127.7% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling