+453.9%
RGEN vs FDS
+127.5%
+326.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | -2.4% | -2.0% | -0.4% | -1.7% |
| 30D | +0.1% | +13.5% | -13.5% | -5.7% |
| 3M | +6.6% | +15.2% | -8.5% | -1.1% |
| 6M | +40.9% | +47.0% | -6.1% | +14.8% |
| YTD | +6.2% | +13.9% | -7.7% | -3.7% |
| 1Y | +19.4% | +25.2% | -5.7% | +2.5% |
| 3Y | +17.9% | -25.3% | +43.3% | +30.8% |
| 5Y | -34.0% | -23.3% | -10.7% | -27.7% |
| 10Y | +453.9% | +126.0% | +327.9% | +307.5% |
| All | +453.9% | +127.5% | +326.4% | +307.5% |
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