+377.4%
FLR vs RGEN
+3,906.9%
-3,529.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +5.4% | -3.3% | +8.7% | +5.8% |
| 30D | +2.8% | -5.8% | +8.7% | +3.5% |
| 3M | -6.4% | +0.2% | -6.6% | -6.7% |
| 6M | +8.8% | +56.8% | -48.0% | +2.5% |
| YTD | +23.6% | +2.4% | +21.2% | +22.1% |
| 1Y | +13.8% | +11.4% | +2.4% | +11.3% |
| 3Y | +36.5% | +15.2% | +21.3% | +30.8% |
| 5Y | +119.3% | -35.1% | +154.4% | +117.7% |
| 10Y | +8.0% | +419.6% | -411.7% | -17.2% |
| All | +377.4% | +3,906.9% | -3,529.5% | +152.9% |
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