+12,781.7%
ECL vs RGEN
+1,576.0%
+11,205.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -2.6% | -4.9% | +2.3% | -2.4% |
| 30D | -2.2% | +5.7% | -7.8% | -2.4% |
| 3M | +10.1% | +32.4% | -22.3% | +8.8% |
| 6M | -5.7% | +33.2% | -38.9% | -7.0% |
| YTD | +7.0% | +2.3% | +4.7% | +6.6% |
| 1Y | +2.7% | +39.0% | -36.3% | +1.0% |
| 3Y | +57.7% | -4.6% | +62.3% | +56.1% |
| 5Y | +31.1% | -42.7% | +73.8% | +31.1% |
| 10Y | +150.9% | +433.6% | -282.7% | +132.4% |
| All | +12,781.7% | +1,576.0% | +11,205.7% | +9,563.1% |
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