+71.3%
EEM vs RGEN
+14.3%
+56.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.1% | -0.9% |
| 7D | +5.3% | -1.2% | +6.5% | +5.5% |
| 30D | -7.0% | -5.1% | -1.9% | -6.3% |
| 3M | -8.0% | +0.5% | -8.5% | -8.3% |
| 6M | -6.6% | +46.6% | -53.2% | -12.2% |
| YTD | +12.3% | +1.6% | +10.7% | +10.7% |
| 1Y | +12.2% | +5.4% | +6.8% | +9.9% |
| All | +71.3% | +14.3% | +56.9% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling