-56.5%
FRMI vs RGEN
+47.6%
-104.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.8% | +25.9% | +26.6% |
| 7D | +66.2% | -3.3% | +69.5% | +66.9% |
| 30D | -17.4% | -5.8% | -11.6% | -16.4% |
| 3M | -60.5% | +0.2% | -60.6% | -58.8% |
| 6M | -56.5% | +56.8% | -113.3% | -41.7% |
| All | -56.5% | +47.6% | -104.1% | -41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling