+1,061.5%
RGEN vs USFR
+27.5%
+1,033.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +5.7% | +0.3% | +5.4% | +5.8% |
| 3M | +32.4% | +1.0% | +31.4% | +32.8% |
| 6M | +33.2% | +1.9% | +31.2% | +33.8% |
| YTD | +2.3% | +2.6% | -0.3% | +2.9% |
| 1Y | +39.0% | +4.0% | +35.0% | +40.3% |
| 3Y | -4.6% | +14.1% | -18.7% | -2.1% |
| 5Y | -42.7% | +20.4% | -63.1% | -40.8% |
| 10Y | +433.6% | +28.0% | +405.6% | +454.1% |
| All | +1,061.5% | +27.5% | +1,033.9% | +1,109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling