+1,626.2%
RGEN vs RRC
+1,511.7%
+114.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -3.1% | -0.5% | -2.7% | -3.1% |
| 30D | +0.1% | +25.2% | -25.1% | -1.6% |
| 3M | +4.8% | +27.8% | -23.1% | +2.8% |
| 6M | +48.9% | +27.2% | +21.7% | +46.1% |
| YTD | +5.3% | +48.2% | -42.8% | +2.1% |
| 1Y | +12.5% | +34.7% | -22.2% | +9.7% |
| 3Y | +17.0% | +62.2% | -45.3% | +12.3% |
| 5Y | -35.4% | +130.9% | -166.3% | -39.8% |
| 10Y | +434.6% | +73.4% | +361.2% | +373.0% |
| All | +1,626.2% | +1,511.7% | +114.5% | +1,340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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