+10,063.0%
EAT vs RGEN
+1,626.2%
+8,436.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +2.9% |
| 7D | -8.9% | -3.1% | -5.8% | -8.8% |
| 30D | +3.4% | +0.1% | +3.3% | +3.4% |
| 3M | -9.3% | +4.8% | -14.1% | -9.6% |
| 6M | +43.8% | +48.9% | -5.1% | +40.8% |
| YTD | +39.9% | +5.3% | +34.5% | +39.1% |
| 1Y | +89.7% | +12.5% | +77.2% | +88.0% |
| 3Y | +491.3% | +17.0% | +474.3% | +480.8% |
| 5Y | +365.4% | -35.4% | +400.8% | +364.7% |
| 10Y | +325.9% | +434.6% | -108.7% | +291.6% |
| All | +10,063.0% | +1,626.2% | +8,436.8% | +7,408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling