+1,235.9%
ES vs RGEN
+1,634.9%
-399.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -3.0% |
| 7D | +1.9% | -1.9% | +3.8% | +1.9% |
| 30D | +7.1% | +3.7% | +3.3% | +6.9% |
| 3M | -1.9% | +8.8% | -10.8% | -2.2% |
| 6M | +4.4% | +38.0% | -33.6% | +3.5% |
| YTD | +7.3% | +5.9% | +1.4% | +6.9% |
| 1Y | +2.1% | +19.7% | -17.5% | +1.5% |
| 3Y | +41.8% | +20.5% | +21.3% | +40.3% |
| 5Y | +1.4% | -35.0% | +36.4% | +1.0% |
| 10Y | +86.8% | +540.9% | -454.1% | +78.2% |
| All | +1,235.9% | +1,634.9% | -399.0% | +1,106.7% |
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 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