-74.6%
FRSH vs RGEN
-46.3%
-28.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | -10.1% | -0.9% | -9.2% | -9.8% |
| 30D | +2.2% | +2.8% | -0.6% | +0.8% |
| 3M | +28.6% | +34.5% | -5.9% | +11.3% |
| 6M | +40.2% | +40.5% | -0.2% | +17.2% |
| YTD | -1.2% | +2.8% | -4.1% | -5.0% |
| 1Y | -7.9% | +39.6% | -47.5% | -24.3% |
| 3Y | -44.7% | +4.4% | -49.2% | -53.0% |
| All | -74.6% | -46.3% | -28.2% | -68.4% |
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