-57.3%
EOSE vs RGEN
-1.7%
-55.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.3% | +10.6% |
| 7D | +41.4% | -0.9% | +42.3% | +42.0% |
| 30D | +3.6% | +2.8% | +0.8% | +2.6% |
| 3M | -35.7% | +34.5% | -70.2% | -43.6% |
| 6M | -29.9% | +40.5% | -70.3% | -40.3% |
| YTD | -62.5% | +2.8% | -65.3% | -63.6% |
| 1Y | -37.4% | +39.6% | -77.0% | -46.5% |
| 3Y | +55.8% | +4.4% | +51.4% | +39.7% |
| 5Y | -67.8% | -42.8% | -25.1% | -66.2% |
| All | -57.3% | -1.7% | -55.6% | -61.0% |
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 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