+412.7%
RGEN vs FDS
+72.8%
+339.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.6% |
| 7D | -4.6% | -8.8% | +4.2% | -0.7% |
| 30D | +1.2% | -1.4% | +2.5% | +1.5% |
| 3M | +26.8% | +13.9% | +13.0% | +18.1% |
| 6M | +29.1% | +27.4% | +1.7% | +12.4% |
| YTD | +0.7% | -2.5% | +3.2% | -1.2% |
| 1Y | +39.1% | -23.8% | +62.8% | +53.1% |
| 3Y | +2.2% | -32.5% | +34.7% | +18.9% |
| 5Y | -44.0% | -23.2% | -20.8% | -38.1% |
| 10Y | +412.7% | +76.4% | +336.3% | +303.8% |
| All | +412.7% | +72.8% | +339.9% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling