+4,214.5%
RRX vs RGEN
+1,577.9%
+2,636.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.3% |
| 7D | +4.3% | -3.3% | +7.6% | +4.5% |
| 30D | +12.3% | -5.8% | +18.2% | +12.7% |
| 3M | +3.7% | +0.2% | +3.5% | +3.6% |
| 6M | -13.9% | +56.8% | -70.7% | -16.3% |
| YTD | +26.5% | +2.4% | +24.1% | +25.7% |
| 1Y | +29.3% | +11.4% | +17.9% | +28.0% |
| 3Y | +65.6% | +15.2% | +50.4% | +62.9% |
| 5Y | +10.6% | -35.1% | +45.7% | +10.8% |
| 10Y | +202.9% | +419.6% | -216.8% | +177.6% |
| All | +4,214.5% | +1,577.9% | +2,636.6% | +3,380.7% |
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