+1,626.2%
RGEN vs RVTY
+2,959.8%
-1,333.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | +0.1% | +1.7% | -1.7% | -0.5% |
| 3M | +4.8% | +36.8% | -32.0% | -6.3% |
| 6M | +48.9% | +60.1% | -11.2% | +26.1% |
| YTD | +5.3% | +64.0% | -58.6% | -11.6% |
| 1Y | +12.5% | +68.2% | -55.7% | -6.4% |
| 3Y | +17.0% | +88.8% | -71.8% | -4.8% |
| 5Y | -35.4% | -10.5% | -24.8% | -32.4% |
| 10Y | +434.6% | +219.7% | +214.9% | +298.0% |
| All | +1,626.2% | +2,959.8% | -1,333.6% | +622.8% |
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 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