+15,354.0%
ROK vs RGEN
+1,576.0%
+13,778.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +0.7% | -4.9% | +5.6% | +0.9% |
| 30D | -3.3% | +5.7% | -9.0% | -3.6% |
| 3M | -5.9% | +32.4% | -38.3% | -7.4% |
| 6M | +13.9% | +33.2% | -19.3% | +11.8% |
| YTD | +12.6% | +2.3% | +10.3% | +12.1% |
| 1Y | +28.6% | +39.0% | -10.4% | +25.8% |
| 3Y | +45.1% | -4.6% | +49.7% | +43.6% |
| 5Y | +45.6% | -42.7% | +88.3% | +46.3% |
| 10Y | +345.0% | +433.6% | -88.6% | +304.0% |
| All | +15,354.0% | +1,576.0% | +13,778.0% | +11,134.6% |
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