+2,105.4%
FIX vs RGEN
-42.4%
+2,147.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +6.0% | -4.9% | +11.0% | +7.2% |
| 30D | -7.2% | +5.7% | -12.9% | -8.6% |
| 3M | -15.9% | +32.4% | -48.3% | -22.3% |
| 6M | +12.7% | +33.2% | -20.4% | +3.1% |
| YTD | +72.8% | +2.3% | +70.5% | +69.0% |
| 1Y | +122.9% | +39.0% | +83.9% | +101.7% |
| 3Y | +774.3% | -4.6% | +779.0% | +734.2% |
| All | +2,105.4% | -42.4% | +2,147.9% | +1,956.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling