+19.4%
RGEN vs FIVE
+63.0%
-43.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -2.4% | +7.3% | -9.7% | -4.4% |
| 30D | +0.1% | +18.1% | -18.0% | -4.4% |
| 3M | +6.6% | +7.7% | -1.1% | +3.6% |
| 6M | +40.9% | +13.6% | +27.3% | +33.2% |
| YTD | +6.2% | +34.6% | -28.4% | -7.8% |
| 1Y | +19.4% | +66.2% | -46.8% | -7.2% |
| All | +19.4% | +63.0% | -43.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling