+23.7%
EW vs RGEN
+20.5%
+3.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +9.3% | -2.4% | +11.7% | +9.6% |
| 30D | +22.1% | +0.1% | +22.0% | +22.0% |
| 3M | +13.0% | +6.6% | +6.4% | +11.4% |
| 6M | +30.1% | +40.9% | -10.8% | +21.6% |
| YTD | +22.0% | +6.2% | +15.8% | +20.8% |
| 1Y | +23.7% | +19.4% | +4.3% | +18.8% |
| All | +23.7% | +20.5% | +3.2% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling