+51.6%
FANG vs RGEN
+38.7%
+12.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | -1.4% | +4.3% | +2.7% |
| 30D | +2.6% | -0.3% | +2.9% | +2.7% |
| 3M | +7.6% | +23.9% | -16.3% | +10.0% |
| 6M | +17.3% | +38.5% | -21.2% | +20.1% |
| YTD | +38.7% | +0.8% | +37.9% | +46.6% |
| 1Y | +51.6% | +38.2% | +13.4% | +52.3% |
| All | +51.6% | +38.7% | +12.9% | +52.3% |
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