+1.5%
F vs RGEN
+43.2%
-41.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -2.9% |
| 7D | -3.9% | -1.2% | -2.7% | -3.9% |
| 30D | -0.5% | -5.1% | +4.6% | -0.5% |
| 3M | -12.9% | +0.5% | -13.4% | -12.6% |
| 6M | +1.5% | +46.6% | -45.0% | +8.8% |
| All | +1.5% | +43.2% | -41.7% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling