-41.2%
TECH vs RGEN
-35.1%
-6.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -1.1% |
| 7D | +0.2% | -1.9% | +2.1% | +0.9% |
| 30D | +0.3% | +3.7% | -3.4% | -2.0% |
| 3M | +1.3% | +8.8% | -7.5% | -4.3% |
| 6M | +54.0% | +38.0% | +16.0% | +29.1% |
| YTD | +24.3% | +5.9% | +18.4% | +17.0% |
| 1Y | +25.8% | +19.7% | +6.1% | +12.1% |
| 3Y | +26.0% | +20.5% | +5.4% | +5.9% |
| All | -41.2% | -35.1% | -6.1% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling