-71.1%
FLNC vs RGEN
-38.7%
-32.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.1% | -6.3% | -7.2% |
| 7D | -4.2% | -4.6% | +0.4% | -1.7% |
| 30D | -20.0% | +1.2% | -21.2% | -20.5% |
| 3M | -56.9% | +26.8% | -83.7% | -63.1% |
| 6M | -35.5% | +29.1% | -64.6% | -46.7% |
| YTD | -48.8% | +0.7% | -49.6% | -50.6% |
| 1Y | +49.3% | +39.1% | +10.2% | +20.8% |
| 3Y | -61.8% | +2.2% | -64.0% | -66.1% |
| All | -71.1% | -38.7% | -32.4% | -72.4% |
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 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