+447.4%
FLR vs RGEN
+3,902.4%
-3,455.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | +5.4% | -4.9% | +10.3% | +6.0% |
| 30D | +11.4% | +5.7% | +5.7% | +10.6% |
| 3M | +11.4% | +32.4% | -21.0% | +7.4% |
| 6M | +16.6% | +33.2% | -16.5% | +12.1% |
| YTD | +41.7% | +2.3% | +39.4% | +40.4% |
| 1Y | +35.4% | +39.0% | -3.6% | +29.2% |
| 3Y | +57.3% | -4.6% | +61.9% | +53.7% |
| 5Y | +241.0% | -42.7% | +283.7% | +242.9% |
| 10Y | +16.6% | +433.6% | -416.9% | -10.7% |
| All | +447.4% | +3,902.4% | -3,455.0% | +190.6% |
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