+253.5%
EME vs RGEN
+2.2%
+251.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +3.5% | -1.4% | +5.0% | +3.8% |
| 30D | -6.3% | -0.3% | -6.0% | -6.4% |
| 3M | -3.8% | +23.9% | -27.6% | -8.3% |
| 6M | +8.5% | +38.5% | -30.0% | +0.4% |
| YTD | +27.8% | +0.8% | +27.0% | +26.3% |
| 1Y | +22.2% | +38.2% | -16.0% | +13.2% |
| 3Y | +253.5% | +1.3% | +252.2% | +251.0% |
| All | +253.5% | +2.2% | +251.3% | +251.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling