+4,384.7%
RGEN vs FIVE
+874.1%
+3,510.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +1.8% |
| 7D | +3.5% | +6.2% | -2.7% | +1.9% |
| 30D | +2.9% | +18.2% | -15.3% | -1.2% |
| 3M | +9.2% | +3.8% | +5.3% | +7.8% |
| 6M | +44.9% | +13.7% | +31.2% | +39.3% |
| YTD | +9.2% | +34.7% | -25.5% | +0.4% |
| 1Y | +25.3% | +66.6% | -41.3% | +9.4% |
| 3Y | +21.7% | +44.3% | -22.5% | +3.6% |
| 5Y | -34.5% | +18.8% | -53.3% | -43.3% |
| 10Y | +478.9% | +569.2% | -90.3% | +251.8% |
| All | +4,384.7% | +874.1% | +3,510.6% | +2,575.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling