-52.3%
RGTX vs SPY
+38.7%
-91.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.5% | -7.2% | -5.2% |
| 7D | +3.6% | -0.4% | +4.0% | +5.5% |
| 30D | -31.2% | -1.4% | -29.8% | -24.8% |
| 3M | -55.1% | +3.7% | -58.9% | -59.0% |
| 6M | -62.7% | +13.0% | -75.7% | -73.3% |
| YTD | -81.2% | +12.4% | -93.6% | -85.6% |
| 1Y | -81.4% | +18.5% | -99.9% | -87.5% |
| All | -52.3% | +38.7% | -91.0% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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