+38.3%
EAT vs RGEN
+37.5%
+0.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.9% |
| 7D | -6.8% | -4.6% | -2.2% | -6.2% |
| 30D | -5.4% | +1.2% | -6.5% | -5.7% |
| 3M | +42.8% | +26.8% | +15.9% | +37.2% |
| 6M | +56.5% | +29.1% | +27.5% | +49.5% |
| YTD | +50.0% | +0.7% | +49.3% | +43.3% |
| 1Y | +38.3% | +39.1% | -0.8% | +40.9% |
| All | +38.3% | +37.5% | +0.8% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling