+356.7%
EAT vs RGEN
-34.8%
+391.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -2.2% |
| 7D | -3.9% | +3.5% | -7.4% | -4.8% |
| 30D | +5.0% | +2.9% | +2.1% | +4.2% |
| 3M | -9.6% | +9.2% | -18.8% | -12.1% |
| 6M | +46.8% | +44.9% | +1.8% | +32.3% |
| YTD | +41.8% | +9.2% | +32.6% | +36.2% |
| 1Y | +98.3% | +25.3% | +73.0% | +83.8% |
| 3Y | +503.1% | +21.7% | +481.3% | +434.8% |
| 5Y | +356.7% | -34.5% | +391.2% | +280.7% |
| All | +356.7% | -34.8% | +391.5% | +280.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling