+1,443.7%
FANG vs RGEN
+2,734.4%
-1,290.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.2% | -2.9% | +4.1% | +1.5% |
| 30D | +2.4% | -0.1% | +2.4% | +2.3% |
| 3M | +5.1% | +25.9% | -20.9% | +1.8% |
| 6M | +16.4% | +35.2% | -18.8% | +11.3% |
| YTD | +39.0% | +0.5% | +38.5% | +37.5% |
| 1Y | +50.6% | +37.0% | +13.7% | +43.0% |
| 3Y | +46.9% | +2.0% | +44.9% | +41.0% |
| 5Y | +238.2% | -44.2% | +282.4% | +236.0% |
| 10Y | +181.3% | +411.6% | -230.3% | +97.0% |
| All | +1,443.7% | +2,734.4% | -1,290.7% | +649.9% |
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