-29.4%
EW vs RGEN
-42.7%
+13.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -4.4% | -0.9% | -3.6% | -4.3% |
| 30D | -3.3% | +2.8% | -6.2% | -4.0% |
| 3M | +1.0% | +34.5% | -33.5% | -5.1% |
| 6M | +6.2% | +40.5% | -34.2% | -1.7% |
| YTD | +1.7% | +2.8% | -1.1% | -0.1% |
| 1Y | +8.1% | +39.6% | -31.5% | -0.8% |
| 3Y | +17.1% | +4.4% | +12.7% | +9.0% |
| 5Y | -29.4% | -42.8% | +13.4% | -30.8% |
| All | -29.4% | -42.7% | +13.4% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling