+34.3%
FANG vs RGEN
+19.5%
+14.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -11.3% | -3.5% | -7.8% | -11.7% |
| 30D | -0.7% | -6.0% | +5.3% | -1.4% |
| 3M | -4.2% | +19.0% | -23.1% | -0.8% |
| 6M | -13.5% | +50.7% | -64.2% | -7.2% |
| YTD | +23.7% | +8.8% | +15.0% | +32.6% |
| 1Y | +34.3% | +21.3% | +13.0% | +42.8% |
| All | +34.3% | +19.5% | +14.8% | +42.8% |
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 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