+236.1%
EW vs RGEN
+457.6%
-221.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | +9.3% | -2.4% | +11.7% | +9.8% |
| 30D | +22.1% | +0.1% | +22.0% | +21.9% |
| 3M | +13.0% | +6.6% | +6.4% | +10.9% |
| 6M | +30.1% | +40.9% | -10.8% | +19.4% |
| YTD | +22.0% | +6.2% | +15.8% | +18.3% |
| 1Y | +23.7% | +19.4% | +4.3% | +16.8% |
| 3Y | +62.0% | +17.9% | +44.1% | +45.1% |
| 5Y | -12.4% | -34.0% | +21.6% | -14.5% |
| 10Y | +236.1% | +453.9% | -217.8% | +87.9% |
| All | +236.1% | +457.6% | -221.6% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling