+3.4%
RGEN vs USFR
+14.0%
-10.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.7% |
| 7D | -0.9% | +0.1% | -0.9% | -0.7% |
| 30D | +2.8% | +0.3% | +2.5% | +4.0% |
| 3M | +34.5% | +1.0% | +33.5% | +40.1% |
| 6M | +40.5% | +1.9% | +38.5% | +51.9% |
| YTD | +2.8% | +2.7% | +0.2% | +13.9% |
| 1Y | +39.6% | +4.0% | +35.6% | +61.7% |
| All | +3.4% | +14.0% | -10.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling