+6.5%
ES vs RGEN
-37.9%
+44.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.1% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +8.2% | -5.1% | +13.3% | +8.5% |
| 3M | +0.6% | +0.5% | +0.1% | +0.2% |
| 6M | +6.0% | +46.6% | -40.6% | +2.3% |
| YTD | +9.3% | +1.6% | +7.7% | +8.3% |
| 1Y | +1.1% | +5.4% | -4.3% | -0.1% |
| 3Y | +51.9% | +12.8% | +39.1% | +46.3% |
| 5Y | +6.5% | -35.6% | +42.0% | +3.5% |
| All | +6.5% | -37.9% | +44.3% | +3.5% |
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