+283.9%
RTX vs RGEN
+402.3%
-118.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.4% |
| 7D | -1.6% | -4.6% | +3.0% | -1.1% |
| 30D | -11.6% | +1.2% | -12.7% | -11.8% |
| 3M | +9.2% | +26.8% | -17.7% | +5.9% |
| 6M | -4.4% | +29.1% | -33.5% | -7.8% |
| YTD | +8.9% | +0.7% | +8.2% | +7.9% |
| 1Y | +32.1% | +39.1% | -6.9% | +25.9% |
| 3Y | +151.2% | +2.2% | +149.0% | +140.8% |
| 5Y | +162.9% | -44.0% | +206.9% | +162.5% |
| 10Y | +283.9% | +412.7% | -128.8% | +144.7% |
| All | +283.9% | +402.3% | -118.3% | +144.7% |
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