+56.8%
RGTI vs RGEN
-44.2%
+101.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.5% | -1.4% | +1.9% | +1.2% |
| 30D | -17.1% | -0.3% | -16.8% | -17.2% |
| 3M | -26.0% | +23.9% | -49.9% | -34.8% |
| 6M | -9.9% | +38.5% | -48.4% | -24.8% |
| YTD | -31.1% | +0.8% | -31.9% | -32.9% |
| 1Y | -8.5% | +38.2% | -46.7% | -24.0% |
| 3Y | +652.2% | +1.3% | +650.9% | +606.3% |
| All | +56.8% | -44.2% | +101.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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