-24.1%
RKT vs RGEN
+6.9%
-31.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -9.0% | -3.3% | -5.7% | -7.8% |
| 30D | +30.2% | -5.8% | +36.0% | +32.3% |
| 3M | -8.8% | +0.2% | -9.0% | -10.3% |
| 6M | -0.9% | +56.8% | -57.7% | -17.8% |
| YTD | -29.2% | +2.4% | -31.6% | -31.7% |
| 1Y | -20.1% | +11.4% | -31.5% | -25.0% |
| 3Y | +81.3% | +15.2% | +66.2% | +60.0% |
| 5Y | -6.6% | -35.1% | +28.5% | -9.9% |
| All | -24.1% | +6.9% | -31.0% | -42.6% |
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 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