+3,604.4%
FIX vs RGEN
+411.3%
+3,193.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.0% |
| 7D | +17.0% | -1.2% | +18.2% | +17.4% |
| 30D | -30.6% | -5.1% | -25.5% | -29.6% |
| 3M | -35.0% | +0.5% | -35.5% | -35.3% |
| 6M | -44.0% | +46.6% | -90.5% | -49.4% |
| YTD | +21.1% | +1.6% | +19.5% | +18.6% |
| 1Y | +16.3% | +5.4% | +10.9% | +12.9% |
| 3Y | +507.4% | +12.8% | +494.5% | +464.0% |
| 5Y | +1,052.1% | -35.6% | +1,087.6% | +1,031.4% |
| All | +3,604.4% | +411.3% | +3,193.1% | +2,065.0% |
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