+60,787.5%
EME vs RGEN
+6,440.5%
+54,347.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +1.9% | -4.9% | +6.8% | +2.2% |
| 30D | -8.3% | +5.7% | -14.0% | -8.6% |
| 3M | -10.7% | +32.4% | -43.2% | -12.4% |
| 6M | +1.9% | +33.2% | -31.3% | -0.1% |
| YTD | +23.5% | +2.3% | +21.2% | +22.8% |
| 1Y | +18.0% | +39.0% | -21.0% | +15.3% |
| 3Y | +236.1% | -4.6% | +240.7% | +232.1% |
| 5Y | +527.9% | -42.7% | +570.6% | +529.3% |
| 10Y | +1,252.8% | +433.6% | +819.2% | +1,104.9% |
| All | +60,787.5% | +6,440.5% | +54,347.0% | +50,365.2% |
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