-22.2%
RKT vs RGEN
+6.8%
-29.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +2.1% | -4.9% | +7.0% | +3.9% |
| 30D | +1.4% | +5.7% | -4.2% | -0.7% |
| 3M | +6.3% | +32.4% | -26.2% | -4.6% |
| 6M | -15.5% | +33.2% | -48.6% | -24.7% |
| YTD | -27.4% | +2.3% | -29.7% | -28.8% |
| 1Y | -26.6% | +39.0% | -65.6% | -35.6% |
| 3Y | +41.2% | -4.6% | +45.9% | +34.4% |
| 5Y | -6.4% | -42.7% | +36.3% | -6.0% |
| All | -22.2% | +6.8% | -29.0% | -40.2% |
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