+11.3%
RTX vs RGEN
+23.9%
-12.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.4% | +3.4% |
| 7D | -3.2% | +3.5% | -6.7% | -3.4% |
| 30D | +5.6% | +2.9% | +2.6% | +5.3% |
| 3M | -11.7% | +9.2% | -20.9% | -12.5% |
| 6M | +12.3% | +44.9% | -32.6% | +7.7% |
| YTD | +8.2% | +9.2% | -1.0% | +6.8% |
| All | +11.3% | +23.9% | -12.6% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling