+53.1%
RGTI vs RGEN
-24.5%
+77.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | -2.9% | +2.8% | +1.2% |
| 30D | -16.2% | -0.1% | -16.1% | -16.4% |
| 3M | -22.0% | +25.9% | -48.0% | -31.4% |
| 6M | -10.8% | +35.2% | -46.0% | -24.2% |
| YTD | -31.6% | +0.5% | -32.1% | -33.3% |
| 1Y | -6.4% | +37.0% | -43.3% | -21.2% |
| 3Y | +665.7% | +2.0% | +663.6% | +620.1% |
| 5Y | +55.6% | -44.2% | +99.8% | +47.3% |
| All | +53.1% | -24.5% | +77.6% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling