+1,719.4%
EL vs RGEN
+10,522.8%
-8,803.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +0.3% | -3.1% | +3.4% | +0.4% |
| 30D | +12.3% | +0.1% | +12.2% | +12.3% |
| 3M | +28.4% | +4.8% | +23.6% | +28.1% |
| 6M | +36.7% | +48.9% | -12.2% | +34.0% |
| YTD | +8.4% | +5.3% | +3.0% | +7.9% |
| 1Y | +25.4% | +12.5% | +12.9% | +24.4% |
| 3Y | +3.4% | +17.0% | -13.5% | +1.9% |
| 5Y | -64.8% | -35.4% | -29.4% | -64.8% |
| 10Y | +63.0% | +434.6% | -371.6% | +53.3% |
| All | +1,719.4% | +10,522.8% | -8,803.4% | +1,582.9% |
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