+555.7%
EME vs RGEN
-44.1%
+599.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.1% |
| 7D | +2.7% | -4.6% | +7.3% | +3.6% |
| 30D | -6.8% | +1.2% | -8.0% | -7.1% |
| 3M | -8.8% | +26.8% | -35.7% | -13.3% |
| 6M | +5.0% | +29.1% | -24.1% | -1.0% |
| YTD | +23.5% | +0.7% | +22.8% | +21.9% |
| 1Y | +21.3% | +39.1% | -17.8% | +12.6% |
| 3Y | +241.1% | +2.2% | +238.8% | +223.8% |
| All | +555.7% | -44.1% | +599.8% | +503.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling