+1,639.8%
RGEN vs RVTY
+2,976.2%
-1,336.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -2.4% | -2.7% | +0.3% | -1.4% |
| 30D | +0.1% | +3.2% | -3.2% | -1.0% |
| 3M | +6.6% | +37.2% | -30.6% | -4.7% |
| 6M | +40.9% | +57.7% | -16.8% | +20.0% |
| YTD | +6.2% | +64.8% | -58.7% | -11.1% |
| 1Y | +19.4% | +72.8% | -53.4% | -1.6% |
| 3Y | +17.9% | +89.8% | -71.9% | -4.3% |
| 5Y | -34.0% | -8.4% | -25.6% | -31.5% |
| 10Y | +453.9% | +219.5% | +234.4% | +312.1% |
| All | +1,639.8% | +2,976.2% | -1,336.4% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling