+200.9%
RRX vs RGEN
+415.2%
-214.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.5% |
| 7D | +4.3% | -3.3% | +7.6% | +5.3% |
| 30D | +12.3% | -5.8% | +18.2% | +14.1% |
| 3M | +3.7% | +0.2% | +3.5% | +3.0% |
| 6M | -13.9% | +56.8% | -70.7% | -25.1% |
| YTD | +26.5% | +2.4% | +24.1% | +22.6% |
| 1Y | +29.3% | +11.4% | +17.9% | +22.6% |
| 3Y | +65.6% | +15.2% | +50.4% | +50.6% |
| 5Y | +10.6% | -35.1% | +45.7% | +8.2% |
| All | +200.9% | +415.2% | -214.3% | +73.8% |
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