+30.0%
ECL vs RGEN
-42.4%
+72.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -2.6% | -4.9% | +2.3% | -1.9% |
| 30D | -2.2% | +5.7% | -7.8% | -3.1% |
| 3M | +10.1% | +32.4% | -22.3% | +5.3% |
| 6M | -5.7% | +33.2% | -38.9% | -10.3% |
| YTD | +7.0% | +2.3% | +4.7% | +5.6% |
| 1Y | +2.7% | +39.0% | -36.3% | -3.5% |
| 3Y | +57.7% | -4.6% | +62.3% | +51.2% |
| All | +30.0% | -42.4% | +72.4% | +20.6% |
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 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