+58.6%
ECL vs RGEN
+0.8%
+57.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -2.6% | -4.9% | +2.3% | -2.2% |
| 30D | -2.2% | +5.7% | -7.8% | -2.7% |
| 3M | +10.1% | +32.4% | -22.3% | +7.1% |
| 6M | -5.7% | +33.2% | -38.9% | -8.6% |
| YTD | +7.0% | +2.3% | +4.7% | +5.9% |
| 1Y | +2.7% | +39.0% | -36.3% | -0.9% |
| All | +58.6% | +0.8% | +57.8% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling