+448.7%
FIX vs RGEN
+15.5%
+433.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.5% | +4.6% |
| 7D | -17.5% | -1.9% | -15.5% | -16.8% |
| 30D | -41.6% | +3.7% | -45.3% | -42.0% |
| 3M | -40.6% | +8.8% | -49.4% | -42.4% |
| 6M | -49.4% | +38.0% | -87.3% | -55.1% |
| YTD | +9.2% | +5.9% | +3.3% | +5.1% |
| 1Y | +6.5% | +19.7% | -13.2% | -1.5% |
| 3Y | +448.7% | +20.5% | +428.2% | +377.9% |
| All | +448.7% | +15.5% | +433.2% | +377.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling