-12.8%
EW vs RGEN
-34.8%
+22.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.9% |
| 7D | +12.3% | +3.5% | +8.8% | +11.5% |
| 30D | +22.9% | +2.9% | +20.0% | +22.1% |
| 3M | +16.7% | +9.2% | +7.5% | +14.2% |
| 6M | +31.0% | +44.9% | -14.0% | +20.6% |
| YTD | +22.8% | +9.2% | +13.6% | +18.9% |
| 1Y | +25.6% | +25.3% | +0.3% | +18.2% |
| 3Y | +62.0% | +21.7% | +40.2% | +45.7% |
| 5Y | -12.8% | -34.5% | +21.7% | -19.0% |
| All | -12.8% | -34.8% | +22.1% | -19.0% |
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