+381.4%
EAT vs RGEN
+402.3%
-20.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.8% |
| 7D | -6.8% | -4.6% | -2.2% | -5.9% |
| 30D | -5.4% | +1.2% | -6.5% | -5.7% |
| 3M | +42.8% | +26.8% | +15.9% | +35.6% |
| 6M | +56.5% | +29.1% | +27.5% | +47.4% |
| YTD | +50.0% | +0.7% | +49.3% | +48.0% |
| 1Y | +38.3% | +39.1% | -0.8% | +27.1% |
| 3Y | +591.6% | +2.2% | +589.4% | +551.1% |
| 5Y | +312.6% | -44.0% | +356.6% | +309.2% |
| 10Y | +381.4% | +412.7% | -31.3% | +224.0% |
| All | +381.4% | +402.3% | -20.8% | +224.0% |
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