+10,239.8%
RTX vs RGEN
+1,639.8%
+8,600.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.1% |
| 7D | -1.7% | -2.4% | +0.7% | -1.6% |
| 30D | +7.7% | +0.1% | +7.6% | +7.7% |
| 3M | -10.3% | +6.6% | -17.0% | -10.7% |
| 6M | +14.6% | +40.9% | -26.3% | +12.7% |
| YTD | +10.4% | +6.2% | +4.2% | +9.7% |
| 1Y | +13.5% | +19.4% | -5.9% | +12.3% |
| 3Y | +158.6% | +17.9% | +140.7% | +153.7% |
| 5Y | +147.3% | -34.0% | +181.3% | +145.5% |
| 10Y | +268.6% | +453.9% | -185.3% | +235.0% |
| All | +10,239.8% | +1,639.8% | +8,600.0% | +7,532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling