-80.9%
FIG vs RGEN
+35.7%
-116.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | -14.5% | -4.6% | -9.9% | -13.3% |
| 30D | -13.3% | +1.2% | -14.5% | -13.6% |
| 3M | +7.4% | +26.8% | -19.4% | -0.4% |
| 6M | -27.8% | +29.1% | -56.8% | -34.1% |
| YTD | -41.1% | +0.7% | -41.8% | -42.8% |
| 1Y | -58.7% | +39.1% | -97.8% | -62.6% |
| All | -80.9% | +35.7% | -116.7% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling