+282.7%
FLEX vs RGEN
+15.2%
+267.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | +7.5% | -3.3% | +10.7% | +8.5% |
| 30D | -25.3% | -5.8% | -19.4% | -23.7% |
| 3M | -39.7% | +0.2% | -39.9% | -39.8% |
| 6M | -47.9% | +56.8% | -104.6% | -55.0% |
| YTD | +24.1% | +2.4% | +21.7% | +21.5% |
| 1Y | +26.0% | +11.4% | +14.5% | +20.0% |
| 3Y | +282.7% | +15.2% | +267.5% | +243.4% |
| All | +282.7% | +15.2% | +267.5% | +243.4% |
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