+152.8%
RTX vs RGEN
-0.1%
+152.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -10.6% | +2.8% | -13.4% | -10.9% |
| 3M | +11.6% | +34.5% | -22.8% | +8.4% |
| 6M | -4.5% | +40.5% | -45.0% | -7.9% |
| YTD | +9.6% | +2.8% | +6.7% | +8.5% |
| 1Y | +30.8% | +39.6% | -8.8% | +26.0% |
| 3Y | +152.8% | +4.4% | +148.4% | +137.2% |
| All | +152.8% | -0.1% | +152.9% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling