+3,644.4%
FIX vs RGEN
+457.6%
+3,186.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | -13.9% | -2.4% | -11.5% | -13.3% |
| 30D | -35.5% | +0.1% | -35.6% | -35.4% |
| 3M | -33.9% | +6.6% | -40.6% | -35.1% |
| 6M | -43.3% | +40.9% | -84.2% | -48.4% |
| YTD | +18.7% | +6.2% | +12.5% | +15.0% |
| 1Y | +13.8% | +19.4% | -5.7% | +7.4% |
| 3Y | +495.0% | +17.9% | +477.0% | +447.0% |
| 5Y | +1,049.0% | -34.0% | +1,083.1% | +1,021.6% |
| 10Y | +3,644.4% | +453.9% | +3,190.5% | +2,026.7% |
| All | +3,644.4% | +457.6% | +3,186.8% | +2,026.7% |
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