+16,152.1%
RGEN vs FDS
+9,502.8%
+6,649.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.4% |
| 7D | -4.9% | -1.9% | -3.0% | -4.5% |
| 30D | +5.7% | +9.0% | -3.3% | +3.6% |
| 3M | +32.4% | +18.9% | +13.6% | +26.6% |
| 6M | +33.2% | +35.1% | -1.9% | +23.0% |
| YTD | +2.3% | +5.5% | -3.2% | -0.6% |
| 1Y | +39.0% | -16.8% | +55.8% | +41.7% |
| 3Y | -4.6% | -28.1% | +23.4% | +0.5% |
| 5Y | -42.7% | -17.4% | -25.3% | -40.8% |
| 10Y | +433.6% | +85.4% | +348.1% | +371.0% |
| All | +16,152.1% | +9,502.8% | +6,649.3% | +22,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling