+442.4%
FLEX vs RGEN
-3.7%
+446.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -0.9% | -4.9% | +4.0% | +0.3% |
| 30D | -10.1% | +5.7% | -15.8% | -11.6% |
| 3M | -31.3% | +32.4% | -63.8% | -36.9% |
| 6M | +71.3% | +33.2% | +38.1% | +55.6% |
| YTD | +81.2% | +2.3% | +79.0% | +77.6% |
| 1Y | +98.5% | +39.0% | +59.5% | +77.2% |
| All | +442.4% | -3.7% | +446.2% | +433.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling