+264.0%
SPOT vs RGEN
+372.9%
-108.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -0.9% | -4.9% | +4.0% | +0.4% |
| 30D | +12.5% | +5.7% | +6.8% | +10.5% |
| 3M | +9.9% | +32.4% | -22.5% | +0.4% |
| 6M | +1.6% | +33.2% | -31.6% | -8.4% |
| YTD | -6.6% | +2.3% | -8.9% | -9.1% |
| 1Y | -22.9% | +39.0% | -61.9% | -32.3% |
| 3Y | +244.3% | -4.6% | +248.9% | +218.0% |
| 5Y | +117.8% | -42.7% | +160.5% | +123.4% |
| All | +264.0% | +372.9% | -108.9% | +88.8% |
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