-7.2%
RKT vs RGEN
-42.7%
+35.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | +0.7% | +2.8% | -2.2% | -0.5% |
| 3M | +11.8% | +34.5% | -22.6% | -0.8% |
| 6M | -7.6% | +40.5% | -48.1% | -20.0% |
| YTD | -28.7% | +2.8% | -31.5% | -30.4% |
| 1Y | -32.6% | +39.6% | -72.2% | -41.5% |
| 3Y | +42.1% | +4.4% | +37.7% | +30.4% |
| 5Y | -7.2% | -42.8% | +35.6% | -12.6% |
| All | -7.2% | -42.7% | +35.6% | -12.6% |
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