-68.9%
XYZ vs RGEN
-42.4%
-26.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -1.0% | -4.9% | +3.9% | +1.5% |
| 30D | -1.7% | +5.7% | -7.4% | -4.6% |
| 3M | +16.7% | +32.4% | -15.7% | -0.2% |
| 6M | +26.9% | +33.2% | -6.3% | +6.6% |
| YTD | +27.1% | +2.3% | +24.9% | +22.3% |
| 1Y | +9.3% | +39.0% | -29.7% | -12.0% |
| 3Y | +42.3% | -4.6% | +46.9% | +27.3% |
| All | -68.9% | -42.4% | -26.4% | -66.5% |
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 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