+2,207.4%
ED vs RGEN
+1,576.0%
+631.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.3% |
| 7D | -0.2% | -4.9% | +4.7% | -0.1% |
| 30D | -0.1% | +5.7% | -5.8% | -0.2% |
| 3M | +3.9% | +32.4% | -28.5% | +3.5% |
| 6M | -3.0% | +33.2% | -36.2% | -3.5% |
| YTD | +10.7% | +2.3% | +8.4% | +10.5% |
| 1Y | +13.3% | +39.0% | -25.7% | +12.7% |
| 3Y | +34.5% | -4.6% | +39.1% | +33.9% |
| 5Y | +67.1% | -42.7% | +109.8% | +66.9% |
| 10Y | +103.0% | +433.6% | -330.5% | +96.5% |
| All | +2,207.4% | +1,576.0% | +631.4% | +2,037.2% |
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