-66.7%
EL vs RGEN
-43.0%
-23.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.3% |
| 7D | +0.8% | -4.9% | +5.7% | +2.1% |
| 30D | +19.8% | +5.7% | +14.2% | +18.2% |
| 3M | +25.7% | +32.4% | -6.7% | +16.0% |
| 6M | +5.4% | +33.2% | -27.7% | -3.5% |
| YTD | +0.2% | +2.3% | -2.1% | -1.6% |
| 1Y | +20.4% | +39.0% | -18.6% | +8.4% |
| 3Y | -32.1% | -4.6% | -27.5% | -35.6% |
| All | -66.7% | -43.0% | -23.7% | -69.4% |
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