+25.0%
FLEX vs RGEN
+19.5%
+5.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | 0.0% | -12.3% | -12.3% |
| 7D | -17.0% | -3.5% | -13.5% | -16.4% |
| 30D | -33.8% | -6.0% | -27.9% | -33.4% |
| 3M | -39.0% | +19.0% | -58.0% | -40.6% |
| 6M | -15.9% | +50.7% | -66.6% | -22.8% |
| YTD | +27.8% | +8.8% | +19.1% | +31.1% |
| 1Y | +25.0% | +21.3% | +3.7% | +21.5% |
| All | +25.0% | +19.5% | +5.4% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling