+80.8%
ED vs RGEN
-34.8%
+115.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.1% |
| 7D | -0.1% | +3.5% | -3.5% | -0.1% |
| 30D | +11.6% | +2.9% | +8.7% | +11.6% |
| 3M | +10.5% | +9.2% | +1.4% | +10.4% |
| 6M | +13.2% | +44.9% | -31.7% | +12.9% |
| YTD | +22.1% | +9.2% | +12.9% | +22.1% |
| 1Y | +24.2% | +25.3% | -1.1% | +23.8% |
| 3Y | +46.9% | +21.7% | +25.2% | +45.5% |
| 5Y | +80.8% | -34.5% | +115.3% | +78.3% |
| All | +80.8% | -34.8% | +115.7% | +78.3% |
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