+14.5%
FIX vs RGEN
+23.9%
-9.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.7% |
| 7D | -7.2% | +3.5% | -10.7% | -7.7% |
| 30D | -35.1% | +2.9% | -38.0% | -35.2% |
| 3M | -34.3% | +9.2% | -43.4% | -35.7% |
| 6M | -42.9% | +44.9% | -87.9% | -48.4% |
| YTD | +19.5% | +9.2% | +10.2% | +25.1% |
| All | +14.5% | +23.9% | -9.4% | +11.8% |
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