+6.5%
FIX vs RGEN
+19.4%
-12.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.5% | +4.8% |
| 7D | -17.5% | -1.9% | -15.5% | -17.0% |
| 30D | -41.6% | +3.7% | -45.3% | -41.6% |
| 3M | -40.6% | +8.8% | -49.4% | -41.8% |
| 6M | -49.4% | +38.0% | -87.3% | -53.5% |
| YTD | +9.2% | +5.9% | +3.3% | +15.1% |
| 1Y | +6.5% | +19.7% | -13.2% | +4.3% |
| All | +6.5% | +19.4% | -12.9% | +4.3% |
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 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