+3,029.2%
SPY vs RGEN
+1,783.6%
+1,245.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +2.2% |
| 7D | +0.1% | +3.5% | -3.4% | -0.1% |
| 30D | -3.3% | +2.9% | -6.2% | -3.5% |
| 3M | -2.4% | +9.2% | -11.6% | -2.9% |
| 6M | +2.6% | +44.9% | -42.4% | +0.6% |
| YTD | +11.2% | +9.2% | +2.0% | +10.4% |
| 1Y | +13.4% | +25.3% | -11.9% | +11.8% |
| 3Y | +79.9% | +21.7% | +58.2% | +76.2% |
| 5Y | +72.2% | -34.5% | +106.7% | +71.3% |
| 10Y | +307.3% | +478.9% | -171.6% | +273.1% |
| All | +3,029.2% | +1,783.6% | +1,245.6% | +2,403.5% |
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