-72.0%
RGNX vs SPY
+358.3%
-430.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.5% |
| 3M | +35.8% | +3.9% | +32.0% | +28.6% |
| 6M | -9.1% | +13.6% | -22.7% | -24.2% |
| YTD | -40.8% | +12.7% | -53.4% | -50.0% |
| 1Y | -10.1% | +17.5% | -27.6% | -28.0% |
| 3Y | -50.7% | +76.9% | -127.6% | -77.3% |
| 5Y | -74.2% | +83.6% | -157.8% | -88.5% |
| 10Y | -33.8% | +320.7% | -354.5% | -91.8% |
| All | -72.0% | +358.3% | -430.3% | -97.3% |
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