+18.0%
EME vs RGEN
+45.2%
-27.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +1.9% | -4.9% | +6.8% | +2.7% |
| 30D | -8.3% | +5.7% | -14.0% | -9.3% |
| 3M | -10.7% | +32.4% | -43.2% | -16.0% |
| 6M | +1.9% | +33.2% | -31.3% | -5.1% |
| YTD | +23.5% | +2.3% | +21.2% | +25.3% |
| 1Y | +18.0% | +39.0% | -21.0% | +11.8% |
| All | +18.0% | +45.2% | -27.2% | +11.8% |
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