+251.1%
EQX vs RGEN
+215.4%
+35.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +2.0% |
| 7D | +1.7% | -4.6% | +6.3% | +2.5% |
| 30D | +11.1% | +1.2% | +9.9% | +11.0% |
| 3M | +23.1% | +26.8% | -3.7% | +18.5% |
| 6M | -21.8% | +29.1% | -50.9% | -25.2% |
| YTD | -8.1% | +0.7% | -8.8% | -8.9% |
| 1Y | +29.7% | +39.1% | -9.4% | +22.5% |
| 3Y | +179.9% | +2.2% | +177.7% | +167.2% |
| 5Y | +82.5% | -44.0% | +126.5% | +79.7% |
| All | +251.1% | +215.4% | +35.7% | +306.0% |
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