+206.0%
RRX vs RGEN
+414.1%
-208.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -3.7% | -2.9% | -0.8% | -3.0% |
| 30D | -9.3% | -0.1% | -9.2% | -9.4% |
| 3M | -21.8% | +25.9% | -47.7% | -27.3% |
| 6M | -22.0% | +35.2% | -57.2% | -29.3% |
| YTD | +11.9% | +0.5% | +11.4% | +9.5% |
| 1Y | +11.6% | +37.0% | -25.4% | +0.2% |
| 3Y | +2.2% | +2.0% | +0.2% | -4.6% |
| 5Y | +14.9% | -44.2% | +59.1% | +16.0% |
| All | +206.0% | +414.1% | -208.1% | +73.6% |
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 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