+31.0%
F vs RGEN
+45.2%
-14.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.6% |
| 7D | +5.3% | -4.9% | +10.3% | +6.1% |
| 30D | +4.6% | +5.7% | -1.1% | +3.6% |
| 3M | -3.7% | +32.4% | -36.1% | -8.6% |
| 6M | +16.8% | +33.2% | -16.4% | +10.5% |
| YTD | +15.3% | +2.3% | +13.0% | +15.5% |
| 1Y | +31.0% | +39.0% | -8.0% | +25.4% |
| All | +31.0% | +45.2% | -14.2% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling