+10,292.5%
RTX vs RGEN
+1,626.2%
+8,666.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +1.4% | -3.1% | +4.6% | +1.6% |
| 30D | +7.8% | +0.1% | +7.8% | +7.8% |
| 3M | -9.8% | +4.8% | -14.5% | -10.1% |
| 6M | +13.5% | +48.9% | -35.4% | +11.5% |
| YTD | +10.9% | +5.3% | +5.6% | +10.3% |
| 1Y | +14.0% | +12.5% | +1.5% | +13.0% |
| 3Y | +159.9% | +17.0% | +142.9% | +155.1% |
| 5Y | +151.7% | -35.4% | +187.0% | +150.1% |
| 10Y | +269.0% | +434.6% | -165.6% | +235.8% |
| All | +10,292.5% | +1,626.2% | +8,666.3% | +7,574.2% |
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 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