+24.2%
FIX vs RGEN
+8.1%
+16.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.6% |
| 7D | +9.4% | -3.3% | +12.7% | +10.3% |
| 30D | -27.8% | -5.8% | -21.9% | -26.6% |
| 3M | -35.6% | +0.2% | -35.7% | -35.7% |
| 6M | -45.2% | +56.8% | -102.0% | -52.4% |
| YTD | +19.5% | +2.4% | +17.1% | +28.8% |
| 1Y | +24.2% | +11.4% | +12.8% | +25.8% |
| All | +24.2% | +8.1% | +16.1% | +25.8% |
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 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