+144.2%
RTX vs RGEN
+15.5%
+128.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.5% |
| 7D | -5.1% | -1.9% | -3.2% | -5.0% |
| 30D | +5.1% | +3.7% | +1.4% | +4.7% |
| 3M | -14.8% | +8.8% | -23.6% | -15.7% |
| 6M | +8.0% | +38.0% | -29.9% | +4.3% |
| YTD | +4.5% | +5.9% | -1.4% | +3.0% |
| 1Y | +9.8% | +19.7% | -9.8% | +7.1% |
| 3Y | +144.2% | +20.5% | +123.7% | +133.9% |
| All | +144.2% | +15.5% | +128.7% | +133.9% |
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