-35.8%
RGEN vs FIVE
+16.7%
-52.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.3% | +2.7% | -5.9% | -4.1% |
| 30D | -5.8% | +12.7% | -18.5% | -9.4% |
| 3M | +0.2% | +2.1% | -1.9% | -0.9% |
| 6M | +56.8% | +17.5% | +39.3% | +46.9% |
| YTD | +2.4% | +31.0% | -28.6% | -7.9% |
| 1Y | +11.4% | +67.7% | -56.3% | -7.6% |
| 3Y | +15.2% | +43.4% | -28.2% | -4.8% |
| All | -35.8% | +16.7% | -52.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling