+7,843.3%
FIX vs RGEN
+16,228.5%
-8,385.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.5% | +5.2% |
| 7D | -17.5% | -1.9% | -15.5% | -17.3% |
| 30D | -41.6% | +3.7% | -45.3% | -41.7% |
| 3M | -40.6% | +8.8% | -49.4% | -41.1% |
| 6M | -49.4% | +38.0% | -87.3% | -50.9% |
| YTD | +9.2% | +5.9% | +3.3% | +8.1% |
| 1Y | +6.5% | +19.7% | -13.2% | +4.4% |
| 3Y | +448.7% | +20.5% | +428.2% | +433.6% |
| 5Y | +948.7% | -35.0% | +983.7% | +946.6% |
| 10Y | +3,659.7% | +540.9% | +3,118.8% | +3,122.5% |
| All | +7,843.3% | +16,228.5% | -8,385.1% | +6,447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling