+224.6%
ESI vs RGEN
+1,524.0%
-1,299.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +3.3% | -4.9% | +8.2% | +4.6% |
| 30D | -5.9% | +5.7% | -11.5% | -7.3% |
| 3M | -14.1% | +32.4% | -46.5% | -20.6% |
| 6M | +6.6% | +33.2% | -26.6% | -2.3% |
| YTD | +45.0% | +2.3% | +42.7% | +41.9% |
| 1Y | +41.5% | +39.0% | +2.5% | +27.9% |
| 3Y | +78.8% | -4.6% | +83.4% | +69.3% |
| 5Y | +70.9% | -42.7% | +113.6% | +73.0% |
| 10Y | +317.1% | +433.6% | -116.5% | +122.4% |
| All | +224.6% | +1,524.0% | -1,299.4% | +57.4% |
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