+1,243.3%
ES vs RGEN
+1,576.0%
-332.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +0.3% | -4.9% | +5.2% | +0.4% |
| 30D | -2.0% | +5.7% | -7.6% | -2.1% |
| 3M | +1.7% | +32.4% | -30.8% | +1.0% |
| 6M | -3.5% | +33.2% | -36.7% | -4.3% |
| YTD | +7.9% | +2.3% | +5.6% | +7.7% |
| 1Y | +17.2% | +39.0% | -21.8% | +16.0% |
| 3Y | +29.3% | -4.6% | +33.9% | +28.5% |
| 5Y | -5.7% | -42.7% | +36.9% | -5.9% |
| 10Y | +85.2% | +433.6% | -348.4% | +77.4% |
| All | +1,243.3% | +1,576.0% | -332.7% | +1,115.1% |
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