+193.5%
ECL vs RGEN
+457.6%
-264.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.2% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | +8.6% | +0.1% | +8.5% | +8.4% |
| 3M | +7.9% | +6.6% | +1.3% | +6.4% |
| 6M | +21.0% | +40.9% | -19.9% | +13.9% |
| YTD | +17.5% | +6.2% | +11.3% | +14.9% |
| 1Y | +19.7% | +19.4% | +0.2% | +14.8% |
| 3Y | +77.4% | +17.9% | +59.5% | +63.8% |
| 5Y | +38.7% | -34.0% | +72.7% | +34.7% |
| 10Y | +193.5% | +453.9% | -260.4% | +109.6% |
| All | +193.5% | +457.6% | -264.1% | +109.6% |
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