+10,266.7%
RTX vs RGEN
+1,576.0%
+8,690.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -5.2% | -4.9% | -0.2% | -5.0% |
| 30D | -9.4% | +5.7% | -15.1% | -9.6% |
| 3M | +12.3% | +32.4% | -20.1% | +10.9% |
| 6M | -3.1% | +33.2% | -36.3% | -4.5% |
| YTD | +10.7% | +2.3% | +8.4% | +10.2% |
| 1Y | +28.4% | +39.0% | -10.6% | +26.3% |
| 3Y | +147.1% | -4.6% | +151.7% | +144.3% |
| 5Y | +167.2% | -42.7% | +209.9% | +166.8% |
| 10Y | +274.7% | +433.6% | -158.9% | +241.3% |
| All | +10,266.7% | +1,576.0% | +8,690.7% | +7,571.6% |
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