-80.3%
FIG vs RGEN
+38.6%
-118.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.2% | -5.8% |
| 7D | -16.4% | -0.9% | -15.5% | -16.2% |
| 30D | -2.3% | +2.8% | -5.1% | -3.2% |
| 3M | +7.8% | +34.5% | -26.6% | -1.9% |
| 6M | -21.8% | +40.5% | -62.3% | -30.3% |
| YTD | -39.1% | +2.8% | -42.0% | -41.3% |
| 1Y | -56.6% | +39.6% | -96.3% | -60.9% |
| All | -80.3% | +38.6% | -118.9% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling