-34.8%
RGEN vs RVTY
-8.9%
-26.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -1.9% |
| 7D | -2.4% | -2.7% | +0.3% | -0.1% |
| 30D | +0.1% | +3.2% | -3.2% | -2.9% |
| 3M | +6.6% | +37.2% | -30.6% | -19.1% |
| 6M | +40.9% | +57.7% | -16.8% | -5.5% |
| YTD | +6.2% | +64.8% | -58.7% | -32.8% |
| 1Y | +19.4% | +72.8% | -53.4% | -27.7% |
| 3Y | +17.9% | +89.8% | -71.9% | -36.7% |
| All | -34.8% | -8.9% | -26.0% | -30.4% |
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