-41.5%
RIG vs RGEN
+2,831.0%
-2,872.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +9.5% | +2.8% | +6.7% | +9.3% |
| 3M | -6.6% | +34.5% | -41.1% | -8.2% |
| 6M | -2.9% | +40.5% | -43.3% | -4.9% |
| YTD | +39.5% | +2.8% | +36.6% | +38.7% |
| 1Y | +82.3% | +39.6% | +42.7% | +78.6% |
| 3Y | -29.6% | +4.4% | -34.0% | -30.5% |
| 5Y | +63.2% | -42.8% | +105.9% | +63.6% |
| 10Y | -45.0% | +406.7% | -451.7% | -49.8% |
| All | -41.5% | +2,831.0% | -2,872.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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