+1,689.4%
RGEN vs RRC
+1,418.2%
+271.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.1% |
| 7D | +3.5% | -10.3% | +13.8% | +4.2% |
| 30D | +2.9% | +19.5% | -16.6% | +1.6% |
| 3M | +9.2% | +27.9% | -18.7% | +7.2% |
| 6M | +44.9% | +21.2% | +23.8% | +42.6% |
| YTD | +9.2% | +39.6% | -30.4% | +6.2% |
| 1Y | +25.3% | +31.3% | -6.0% | +22.4% |
| 3Y | +21.7% | +51.9% | -30.2% | +17.4% |
| 5Y | -34.5% | +110.2% | -144.7% | -38.7% |
| 10Y | +478.9% | +56.7% | +422.2% | +415.4% |
| All | +1,689.4% | +1,418.2% | +271.2% | +1,399.5% |
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