+4.4%
RDW vs RGEN
-20.9%
+25.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +4.8% | -2.9% | +7.7% | +5.9% |
| 30D | -19.5% | -0.1% | -19.5% | -19.7% |
| 3M | -26.9% | +25.9% | -52.8% | -33.1% |
| 6M | +17.8% | +35.2% | -17.4% | +4.1% |
| YTD | +43.0% | +0.5% | +42.5% | +40.5% |
| 1Y | +32.1% | +37.0% | -4.9% | +16.7% |
| 3Y | +250.6% | +2.0% | +248.6% | +221.9% |
| 5Y | -6.6% | -44.2% | +37.6% | -7.8% |
| All | +4.4% | -20.9% | +25.3% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling