-0.6%
TECH vs RGEN
+0.8%
-1.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +0.1% | -4.9% | +5.0% | +2.2% |
| 30D | +0.7% | +5.7% | -5.0% | -2.2% |
| 3M | +36.3% | +32.4% | +3.9% | +18.3% |
| 6M | +25.6% | +33.2% | -7.6% | +8.4% |
| YTD | +23.7% | +2.3% | +21.4% | +19.6% |
| 1Y | +37.6% | +39.0% | -1.4% | +16.8% |
| All | -0.6% | +0.8% | -1.3% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling