-6.1%
RDW vs RGEN
-44.2%
+38.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | -21.3% | -0.3% | -21.0% | -21.4% |
| 3M | -37.9% | +23.9% | -61.7% | -43.2% |
| 6M | +12.3% | +38.5% | -26.3% | -2.7% |
| YTD | +39.7% | +0.8% | +38.9% | +36.9% |
| 1Y | +25.7% | +38.2% | -12.5% | +9.4% |
| 3Y | +230.8% | +1.3% | +229.5% | +202.0% |
| All | -6.1% | -44.2% | +38.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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