+1,092.2%
FIX vs RGEN
-35.5%
+1,127.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.2% |
| 7D | +6.4% | -3.1% | +9.6% | +7.5% |
| 30D | -29.1% | +0.1% | -29.1% | -28.9% |
| 3M | -31.1% | +4.8% | -35.9% | -32.2% |
| 6M | -42.8% | +48.9% | -91.7% | -49.1% |
| YTD | +24.6% | +5.3% | +19.3% | +20.7% |
| 1Y | +21.9% | +12.5% | +9.4% | +16.3% |
| 3Y | +524.9% | +17.0% | +507.9% | +471.3% |
| 5Y | +1,092.2% | -35.4% | +1,127.6% | +977.9% |
| All | +1,092.2% | -35.5% | +1,127.7% | +977.9% |
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