-80.3%
RGNX vs SPY
+82.3%
-162.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.6% |
| 7D | -4.6% | -0.8% | -3.8% | -3.5% |
| 30D | -21.8% | -1.1% | -20.8% | -20.4% |
| 3M | +35.8% | +3.9% | +32.0% | +28.5% |
| 6M | -9.1% | +13.6% | -22.7% | -24.4% |
| YTD | -40.8% | +12.7% | -53.4% | -50.1% |
| 1Y | -10.1% | +17.5% | -27.6% | -28.2% |
| 3Y | -50.7% | +76.9% | -127.6% | -76.5% |
| All | -80.3% | +82.3% | -162.6% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling