+21.7%
RGEN vs FDS
-24.3%
+46.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +3.5% | -5.0% | +8.4% | +4.5% |
| 30D | +2.9% | +13.8% | -10.9% | -0.3% |
| 3M | +9.2% | +14.8% | -5.7% | +5.2% |
| 6M | +44.9% | +47.4% | -2.4% | +30.4% |
| YTD | +9.2% | +14.2% | -4.9% | +5.8% |
| 1Y | +25.3% | +26.6% | -1.4% | +16.4% |
| 3Y | +21.7% | -24.4% | +46.2% | +35.1% |
| All | +21.7% | -24.3% | +46.1% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling