+6,438.2%
EW vs RGEN
+1,423.6%
+5,014.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.3% | -4.9% | +4.6% | +0.1% |
| 30D | +1.0% | +5.7% | -4.6% | +0.5% |
| 3M | +2.8% | +32.4% | -29.6% | +0.2% |
| 6M | +5.5% | +33.2% | -27.7% | +2.5% |
| YTD | +5.5% | +2.3% | +3.2% | +4.7% |
| 1Y | +11.0% | +39.0% | -28.0% | +7.1% |
| 3Y | +17.7% | -4.6% | +22.3% | +15.2% |
| 5Y | -25.7% | -42.7% | +16.9% | -25.6% |
| 10Y | +132.8% | +433.6% | -300.8% | +101.1% |
| All | +6,438.2% | +1,423.6% | +5,014.5% | +4,626.9% |
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 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