+3,874.2%
RRX vs RGEN
+1,576.0%
+2,298.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | +3.4% | -4.9% | +8.4% | +3.7% |
| 30D | -11.1% | +5.7% | -16.8% | -11.4% |
| 3M | -23.7% | +32.4% | -56.2% | -25.1% |
| 6M | -22.0% | +33.2% | -55.2% | -23.5% |
| YTD | +16.5% | +2.3% | +14.2% | +15.9% |
| 1Y | +11.5% | +39.0% | -27.5% | +9.1% |
| 3Y | +1.5% | -4.6% | +6.2% | +0.7% |
| 5Y | +18.3% | -42.7% | +61.0% | +19.0% |
| 10Y | +209.8% | +433.6% | -223.8% | +183.7% |
| All | +3,874.2% | +1,576.0% | +2,298.2% | +3,108.1% |
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