+533.2%
XYZ vs RGEN
+493.3%
+39.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.0% | -4.9% | +3.9% | +1.4% |
| 30D | -1.7% | +5.7% | -7.4% | -4.4% |
| 3M | +16.7% | +32.4% | -15.7% | +0.7% |
| 6M | +26.9% | +33.2% | -6.3% | +7.7% |
| YTD | +27.1% | +2.3% | +24.9% | +22.4% |
| 1Y | +9.3% | +39.0% | -29.7% | -10.6% |
| 3Y | +42.3% | -4.6% | +46.9% | +27.5% |
| 5Y | -69.3% | -42.7% | -26.6% | -66.2% |
| 10Y | +586.8% | +433.6% | +153.2% | +235.9% |
| All | +533.2% | +493.3% | +39.9% | +181.6% |
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