-5.1%
SPOT vs RGEN
+8.1%
-13.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +1.6% | -3.3% | +4.9% | +1.7% |
| 30D | +16.9% | -5.8% | +22.8% | +17.0% |
| 3M | +23.0% | +0.2% | +22.8% | +21.8% |
| 6M | +42.2% | +56.8% | -14.6% | +31.7% |
| YTD | +5.5% | +2.4% | +3.1% | +4.1% |
| 1Y | -5.1% | +11.4% | -16.5% | -6.7% |
| All | -5.1% | +8.1% | -13.2% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling