+122.9%
FIX vs RGEN
+45.2%
+77.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +6.0% | -4.9% | +11.0% | +7.2% |
| 30D | -7.2% | +5.7% | -12.9% | -8.5% |
| 3M | -15.9% | +32.4% | -48.3% | -22.8% |
| 6M | +12.7% | +33.2% | -20.4% | +2.0% |
| YTD | +72.8% | +2.3% | +70.5% | +75.6% |
| 1Y | +122.9% | +39.0% | +83.9% | +107.2% |
| All | +122.9% | +45.2% | +77.7% | +107.2% |
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