-27.0%
RKT vs RGEN
+4.9%
-31.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -7.2% | -2.9% | -4.3% | -6.2% |
| 30D | -7.9% | -0.1% | -7.8% | -7.9% |
| 3M | +5.2% | +25.9% | -20.8% | -3.8% |
| 6M | -14.9% | +35.2% | -50.1% | -24.6% |
| YTD | -31.9% | +0.5% | -32.4% | -32.8% |
| 1Y | -36.9% | +37.0% | -73.9% | -44.4% |
| 3Y | +35.7% | +2.0% | +33.7% | +26.2% |
| 5Y | -9.7% | -44.2% | +34.5% | -8.5% |
| All | -27.0% | +4.9% | -31.9% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling