+407.7%
RGEN vs FDS
+127.7%
+280.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -3.3% | +1.5% | -4.7% | -3.9% |
| 30D | -5.8% | +14.8% | -20.7% | -11.7% |
| 3M | +0.2% | +16.3% | -16.1% | -7.4% |
| 6M | +56.8% | +66.2% | -9.5% | +20.4% |
| YTD | +2.4% | +16.2% | -13.8% | -8.0% |
| 1Y | +11.4% | +21.8% | -10.4% | -2.7% |
| 3Y | +15.2% | -23.9% | +39.0% | +26.7% |
| 5Y | -35.1% | -23.1% | -12.0% | -28.9% |
| All | +407.7% | +127.7% | +280.0% | +271.9% |
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