+14,085.9%
ECL vs RGEN
+1,689.4%
+12,396.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.9% |
| 7D | -0.5% | +3.5% | -4.0% | -0.7% |
| 30D | +8.8% | +2.9% | +5.9% | +8.7% |
| 3M | +7.8% | +9.2% | -1.3% | +7.4% |
| 6M | +21.3% | +44.9% | -23.6% | +19.3% |
| YTD | +17.8% | +9.2% | +8.6% | +17.0% |
| 1Y | +21.1% | +25.3% | -4.2% | +19.6% |
| 3Y | +80.1% | +21.7% | +58.3% | +76.6% |
| 5Y | +40.5% | -34.5% | +75.0% | +39.8% |
| 10Y | +197.7% | +478.9% | -281.2% | +174.9% |
| All | +14,085.9% | +1,689.4% | +12,396.5% | +10,505.6% |
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 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