+273.8%
RTX vs RGEN
+508.6%
-234.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.4% | +3.2% |
| 7D | -3.2% | +3.5% | -6.7% | -3.6% |
| 30D | +5.6% | +2.9% | +2.6% | +5.1% |
| 3M | -11.7% | +9.2% | -20.9% | -12.9% |
| 6M | +12.3% | +44.9% | -32.6% | +6.9% |
| YTD | +8.2% | +9.2% | -1.0% | +6.0% |
| 1Y | +12.6% | +25.3% | -12.7% | +8.5% |
| 3Y | +152.8% | +21.7% | +131.1% | +137.8% |
| 5Y | +140.2% | -34.5% | +174.7% | +135.2% |
| 10Y | +273.8% | +478.9% | -205.1% | +133.7% |
| All | +273.8% | +508.6% | -234.9% | +133.7% |
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 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