+337.4%
EAT vs RGEN
-43.0%
+380.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | 0.0% | -4.9% | +4.9% | +1.1% |
| 30D | +1.9% | +5.7% | -3.8% | +0.4% |
| 3M | +68.7% | +32.4% | +36.2% | +57.0% |
| 6M | +66.9% | +33.2% | +33.7% | +54.2% |
| YTD | +60.4% | +2.3% | +58.1% | +57.3% |
| 1Y | +44.0% | +39.0% | +5.0% | +30.1% |
| 3Y | +604.7% | -4.6% | +609.3% | +568.8% |
| All | +337.4% | -43.0% | +380.5% | +279.8% |
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