+1,582.2%
EL vs RGEN
+10,213.8%
-8,631.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.0% |
| 7D | +0.8% | -4.9% | +5.7% | +1.0% |
| 30D | +19.8% | +5.7% | +14.2% | +19.6% |
| 3M | +25.7% | +32.4% | -6.7% | +24.0% |
| 6M | +5.4% | +33.2% | -27.7% | +3.9% |
| YTD | +0.2% | +2.3% | -2.1% | -0.1% |
| 1Y | +20.4% | +39.0% | -18.6% | +18.4% |
| 3Y | -32.1% | -4.6% | -27.5% | -32.6% |
| 5Y | -67.2% | -42.7% | -24.5% | -67.1% |
| 10Y | +31.7% | +433.6% | -401.8% | +24.1% |
| All | +1,582.2% | +10,213.8% | -8,631.6% | +1,459.0% |
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