-42.8%
RGEN vs FDS
-20.4%
-22.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +2.5% |
| 7D | -0.9% | -5.4% | +4.5% | +1.5% |
| 30D | +2.8% | +1.6% | +1.2% | +1.9% |
| 3M | +34.5% | +17.7% | +16.7% | +23.4% |
| 6M | +40.5% | +29.1% | +11.4% | +21.2% |
| YTD | +2.8% | +1.0% | +1.9% | +1.2% |
| 1Y | +39.6% | -21.6% | +61.3% | +60.8% |
| 3Y | +4.4% | -30.1% | +34.5% | +26.5% |
| 5Y | -42.8% | -20.7% | -22.0% | -21.6% |
| All | -42.8% | -20.4% | -22.3% | -21.6% |
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