-34.5%
RGEN vs FDS
-23.2%
-11.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +3.5% | -5.0% | +8.4% | +5.5% |
| 30D | +2.9% | +13.8% | -10.9% | -3.2% |
| 3M | +9.2% | +14.8% | -5.7% | +1.4% |
| 6M | +44.9% | +47.4% | -2.4% | +17.1% |
| YTD | +9.2% | +14.2% | -4.9% | +0.7% |
| 1Y | +25.3% | +26.6% | -1.4% | +7.0% |
| 3Y | +21.7% | -24.4% | +46.2% | +45.3% |
| 5Y | -34.5% | -22.6% | -11.9% | -21.2% |
| All | -34.5% | -23.2% | -11.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling