+7,390.2%
RGEN vs MKTX
+1,445.7%
+5,944.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +2.8% | +1.0% | +1.9% | +2.6% |
| 3M | +34.5% | +41.3% | -6.8% | +21.9% |
| 6M | +40.5% | -11.3% | +51.8% | +42.6% |
| YTD | +2.8% | -8.6% | +11.4% | +3.4% |
| 1Y | +39.6% | -11.1% | +50.7% | +40.9% |
| 3Y | +4.4% | -24.5% | +28.9% | +6.8% |
| 5Y | -42.8% | -61.4% | +18.7% | -31.4% |
| 10Y | +406.7% | +6.8% | +399.9% | +368.9% |
| All | +7,390.2% | +1,445.7% | +5,944.6% | +2,812.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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