+310.8%
EAT vs RGEN
+415.2%
-104.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -4.0% | -3.3% | -0.7% | -3.4% |
| 30D | -2.9% | -5.8% | +2.9% | -1.8% |
| 3M | -16.9% | +0.2% | -17.1% | -17.4% |
| 6M | +57.0% | +56.8% | +0.2% | +42.1% |
| YTD | +38.2% | +2.4% | +35.8% | +35.4% |
| 1Y | +69.3% | +11.4% | +57.8% | +63.0% |
| 3Y | +483.0% | +15.2% | +467.8% | +437.6% |
| 5Y | +364.1% | -35.1% | +399.2% | +349.7% |
| All | +310.8% | +415.2% | -104.3% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling