+12,471.5%
FIX vs RGEN
+15,674.1%
-3,202.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +6.0% | -4.9% | +11.0% | +6.4% |
| 30D | -7.2% | +5.7% | -12.9% | -7.7% |
| 3M | -15.9% | +32.4% | -48.3% | -17.9% |
| 6M | +12.7% | +33.2% | -20.4% | +9.7% |
| YTD | +72.8% | +2.3% | +70.5% | +71.6% |
| 1Y | +122.9% | +39.0% | +83.9% | +116.1% |
| 3Y | +774.3% | -4.6% | +779.0% | +763.0% |
| 5Y | +2,049.5% | -42.7% | +2,092.2% | +2,063.4% |
| 10Y | +5,821.5% | +433.6% | +5,387.9% | +5,031.5% |
| All | +12,471.5% | +15,674.1% | -3,202.6% | +10,299.3% |
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