+22.8%
FLEX vs RGEN
+23.9%
-1.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.9% | +11.3% |
| 7D | -7.2% | +3.5% | -10.6% | -7.6% |
| 30D | -34.8% | +2.9% | -37.7% | -34.8% |
| 3M | -35.6% | +9.2% | -44.8% | -36.4% |
| 6M | -45.0% | +44.9% | -90.0% | -48.6% |
| YTD | +29.4% | +9.2% | +20.2% | +32.8% |
| All | +22.8% | +23.9% | -1.1% | +23.3% |
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 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