+7,433.0%
FIX vs RGEN
+15,756.9%
-8,323.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.5% | -6.1% | -11.1% |
| 7D | -27.2% | -10.7% | -16.6% | -26.5% |
| 30D | -46.9% | -3.6% | -43.3% | -46.7% |
| 3M | -44.4% | +6.2% | -50.7% | -44.8% |
| 6M | -50.9% | +34.1% | -85.0% | -52.3% |
| YTD | +3.5% | +2.8% | +0.7% | +2.7% |
| 1Y | -2.1% | +15.5% | -17.6% | -3.8% |
| 3Y | +418.7% | +12.1% | +406.7% | +407.1% |
| 5Y | +894.6% | -36.9% | +931.4% | +894.8% |
| 10Y | +3,465.5% | +522.4% | +2,943.1% | +2,962.9% |
| All | +7,433.0% | +15,756.9% | -8,323.9% | +6,123.6% |
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