-2.1%
EME vs RGEN
+19.5%
-21.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -5.8% | -3.5% | -2.3% | -5.5% |
| 30D | -17.9% | -6.0% | -12.0% | -17.6% |
| 3M | -22.0% | +19.0% | -41.0% | -24.1% |
| 6M | -29.7% | +50.7% | -80.4% | -34.6% |
| YTD | +4.7% | +8.8% | -4.0% | +6.0% |
| 1Y | -2.1% | +21.3% | -23.4% | -4.0% |
| All | -2.1% | +19.5% | -21.7% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling