-42.8%
RGEN vs RVTY
-32.1%
-10.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +2.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | +2.8% | +10.8% | -8.0% | -6.1% |
| 3M | +34.5% | +26.8% | +7.7% | +8.9% |
| 6M | +40.5% | +39.3% | +1.1% | +4.5% |
| YTD | +2.8% | +31.6% | -28.8% | -20.9% |
| 1Y | +39.6% | +47.7% | -8.1% | -3.3% |
| 3Y | +4.4% | +19.9% | -15.5% | -16.3% |
| 5Y | -42.8% | -32.3% | -10.4% | -19.8% |
| All | -42.8% | -32.1% | -10.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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