+23.7%
ED vs RGEN
+18.8%
+4.9%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.9% | -3.1% | +2.2% | -1.1% |
| 30D | +11.2% | +0.1% | +11.1% | +11.2% |
| 3M | +11.8% | +4.8% | +7.0% | +12.1% |
| 6M | +14.1% | +48.9% | -34.8% | +17.2% |
| YTD | +23.0% | +5.3% | +17.6% | +20.3% |
| 1Y | +23.7% | +12.5% | +11.2% | +21.8% |
| All | +23.7% | +18.8% | +4.9% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling