+61.8%
FLR vs RGEN
-0.1%
+61.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +0.7% | -0.9% | +1.5% | +0.9% |
| 30D | -0.7% | +2.8% | -3.5% | -1.5% |
| 3M | +14.3% | +34.5% | -20.1% | +5.7% |
| 6M | +25.6% | +40.5% | -14.9% | +14.1% |
| YTD | +42.9% | +2.8% | +40.0% | +40.2% |
| 1Y | +38.7% | +39.6% | -0.9% | +25.7% |
| 3Y | +61.8% | +4.4% | +57.4% | +65.4% |
| All | +61.8% | -0.1% | +61.8% | +65.4% |
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